+699.7%
GLD vs FDS
+1,098.6%
-399.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | -2.6% | -2.9% | -5.5% |
| 30D | -7.0% | +14.1% | -21.1% | -7.1% |
| 3M | -12.4% | +19.8% | -32.1% | -12.5% |
| 6M | -18.0% | +55.0% | -73.0% | -18.3% |
| YTD | -10.5% | +15.9% | -26.3% | -10.5% |
| 1Y | -8.1% | +24.2% | -32.2% | -8.2% |
| 3Y | +97.7% | -24.0% | +121.7% | +98.7% |
| 5Y | +103.4% | -23.3% | +126.8% | +104.2% |
| 10Y | +203.1% | +128.0% | +75.0% | +202.1% |
| All | +699.7% | +1,098.6% | -399.0% | +670.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling