+127.7%
GLD vs FE
+49.5%
+78.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -0.5% | +1.9% | -2.5% | -0.8% |
| 30D | +4.4% | -1.2% | +5.6% | +4.6% |
| 3M | -1.1% | +3.5% | -4.6% | -1.8% |
| 6M | -13.8% | -6.1% | -7.7% | -12.8% |
| YTD | +2.6% | +7.6% | -5.0% | +1.4% |
| 1Y | +24.5% | +11.9% | +12.6% | +22.1% |
| All | +127.7% | +49.5% | +78.2% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling