+217.1%
GLD vs FFIV
+216.0%
+1.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | -1.0% | +0.4% | -0.5% |
| 30D | +4.4% | -5.1% | +9.5% | +4.6% |
| 3M | -1.1% | -4.5% | +3.4% | -1.0% |
| 6M | -13.8% | +36.5% | -50.3% | -14.5% |
| YTD | +2.6% | +53.0% | -50.3% | +1.5% |
| 1Y | +24.5% | +24.2% | +0.3% | +23.4% |
| 3Y | +125.8% | +137.2% | -11.4% | +120.5% |
| 5Y | +137.8% | +91.8% | +46.0% | +131.6% |
| All | +217.1% | +216.0% | +1.1% | +209.5% |
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