+236.7%
GLD vs FERG
+1,545.2%
-1,308.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +2.8% | +7.2% | -4.4% | +2.6% |
| 30D | -4.0% | +17.9% | -21.9% | -4.3% |
| 3M | -8.2% | -1.3% | -7.0% | -8.3% |
| 6M | -14.8% | +8.3% | -23.2% | -15.0% |
| YTD | -6.8% | +18.3% | -25.1% | -7.1% |
| 1Y | -2.4% | +4.7% | -7.1% | -2.6% |
| 3Y | +105.8% | +70.3% | +35.5% | +104.2% |
| 5Y | +113.3% | +84.6% | +28.7% | +110.9% |
| 10Y | +208.4% | +430.3% | -221.9% | +208.6% |
| All | +236.7% | +1,545.2% | -1,308.5% | +243.6% |
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