+205.6%
GLD vs FE
+123.7%
+81.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +3.9% | -10.9% | -7.3% |
| 3M | -12.4% | -0.1% | -12.3% | -12.4% |
| 6M | -18.0% | +6.1% | -24.1% | -18.4% |
| YTD | -10.5% | +8.1% | -18.5% | -11.0% |
| 1Y | -8.1% | +4.4% | -12.5% | -8.4% |
| 3Y | +97.7% | +49.0% | +48.7% | +92.3% |
| 5Y | +103.4% | +46.1% | +57.3% | +98.0% |
| All | +205.6% | +123.7% | +81.9% | +189.5% |
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