+206.1%
GLD vs FFIV
+118.6%
+87.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.2% |
| 7D | -4.6% | -0.5% | -4.0% | -4.6% |
| 30D | -5.5% | -32.4% | +26.9% | -4.3% |
| 3M | -10.9% | -25.7% | +14.8% | -10.1% |
| 6M | -17.4% | -13.5% | -3.9% | -17.1% |
| YTD | -10.3% | +21.1% | -31.4% | -10.8% |
| 1Y | -7.2% | +29.4% | -36.6% | -7.8% |
| 3Y | +96.9% | +94.9% | +2.0% | +93.3% |
| 5Y | +103.8% | +34.7% | +69.0% | +99.5% |
| All | +206.1% | +118.6% | +87.6% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling