+124.5%
GLD vs FERG
+54.4%
+70.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +0.7% | +3.4% | -2.6% | +0.5% |
| 30D | +0.3% | -11.5% | +11.8% | +1.2% |
| 3M | +0.6% | +1.3% | -0.7% | +0.5% |
| 6M | -15.6% | -1.0% | -14.6% | -15.6% |
| YTD | +0.9% | +3.2% | -2.4% | +0.9% |
| 1Y | +19.4% | -3.0% | +22.3% | +19.6% |
| 3Y | +124.5% | +55.0% | +69.4% | +122.7% |
| All | +124.5% | +54.4% | +70.1% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling