+24.5%
GLD vs FERG
+0.8%
+23.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.2% | -1.3% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -10.2% | +14.6% | +6.3% |
| 3M | -1.1% | -0.6% | -0.5% | -1.2% |
| 6M | -13.8% | -6.5% | -7.3% | -13.3% |
| YTD | +2.6% | +4.2% | -1.5% | +2.7% |
| 1Y | +24.5% | -2.3% | +26.8% | +24.8% |
| All | +24.5% | +0.8% | +23.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling