+18.2%
GLD vs FERG
-1.6%
+19.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -1.1% | -11.8% | +10.7% | +1.1% |
| 3M | +5.8% | -1.2% | +7.0% | +5.6% |
| 6M | -17.1% | -2.3% | -14.7% | -17.0% |
| YTD | 0.0% | +0.8% | -0.8% | +0.7% |
| 1Y | +18.2% | +0.5% | +17.7% | +18.9% |
| All | +18.2% | -1.6% | +19.8% | +18.9% |
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