+206.1%
GLD vs FERG
+424.2%
-218.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | -4.6% | +9.7% | -14.3% | -5.0% |
| 30D | -5.5% | +15.0% | -20.5% | -6.0% |
| 3M | -10.9% | +3.8% | -14.7% | -11.1% |
| 6M | -17.4% | +10.6% | -28.0% | -17.8% |
| YTD | -10.3% | +17.0% | -27.3% | -10.8% |
| 1Y | -7.2% | +7.1% | -14.3% | -7.5% |
| 3Y | +96.9% | +67.7% | +29.2% | +93.6% |
| 5Y | +103.8% | +76.4% | +27.3% | +98.7% |
| All | +206.1% | +424.2% | -218.1% | +206.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling