+205.0%
GLD vs FE
+107.4%
+97.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -0.9% | +5.2% | -6.1% | -1.3% |
| 3M | -4.4% | 0.0% | -4.4% | -4.4% |
| 6M | -13.6% | +5.0% | -18.6% | -13.9% |
| YTD | -6.0% | +7.9% | -13.9% | -6.6% |
| 1Y | +1.8% | +6.3% | -4.6% | +1.3% |
| 3Y | +103.2% | +46.0% | +57.2% | +97.7% |
| 5Y | +119.3% | +45.6% | +73.7% | +113.4% |
| All | +205.0% | +107.4% | +97.6% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling