+239.6%
GLD vs FERG
+1,382.0%
-1,142.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -2.1% | +6.8% | +4.7% |
| 30D | -0.9% | +8.7% | -9.6% | -1.1% |
| 3M | -4.4% | -7.4% | +3.0% | -4.3% |
| 6M | -13.6% | -6.6% | -6.9% | -13.5% |
| YTD | -6.0% | +6.6% | -12.6% | -6.1% |
| 1Y | +1.8% | -3.6% | +5.3% | +1.8% |
| 3Y | +103.2% | +56.4% | +46.8% | +102.1% |
| 5Y | +119.3% | +67.5% | +51.8% | +117.4% |
| 10Y | +199.5% | +434.6% | -235.1% | +200.8% |
| All | +239.6% | +1,382.0% | -1,142.4% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling