+816.6%
GLD vs FE
+184.9%
+631.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | +1.9% | -2.5% | -0.6% |
| 30D | +4.4% | -1.2% | +5.6% | +4.5% |
| 3M | -1.1% | +3.5% | -4.6% | -1.3% |
| 6M | -13.8% | -6.1% | -7.7% | -13.5% |
| YTD | +2.6% | +7.6% | -5.0% | +2.2% |
| 1Y | +24.5% | +11.9% | +12.6% | +23.6% |
| 3Y | +125.8% | +48.4% | +77.4% | +120.5% |
| 5Y | +137.8% | +44.8% | +93.0% | +132.2% |
| 10Y | +221.4% | +115.9% | +105.5% | +204.9% |
| All | +816.6% | +184.9% | +631.7% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling