+104.8%
GLD vs FE
+44.7%
+60.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | -1.8% | +6.4% | -8.2% | -2.8% |
| 3M | -3.6% | -0.5% | -3.2% | -3.6% |
| 6M | -10.2% | +4.7% | -15.0% | -11.2% |
| YTD | -5.3% | +8.4% | -13.6% | -6.6% |
| 1Y | +2.5% | +7.2% | -4.8% | +1.2% |
| All | +104.8% | +44.7% | +60.1% | +87.5% |
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