+270.8%
GLD vs FERG
+1,348.4%
-1,077.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.2% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -10.2% | +14.6% | +4.6% |
| 3M | -1.1% | -0.6% | -0.5% | -1.1% |
| 6M | -13.8% | -6.5% | -7.3% | -13.7% |
| YTD | +2.6% | +4.2% | -1.5% | +2.6% |
| 1Y | +24.5% | -2.3% | +26.8% | +24.5% |
| 3Y | +125.8% | +48.5% | +77.4% | +124.8% |
| 5Y | +137.8% | +72.0% | +65.8% | +135.8% |
| 10Y | +221.4% | +369.9% | -148.5% | +222.7% |
| All | +270.8% | +1,348.4% | -1,077.6% | +279.6% |
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