+103.2%
GLD vs FFIV
+102.2%
+1.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -8.1% | +12.8% | +5.3% |
| 30D | -0.9% | -33.4% | +32.5% | +1.7% |
| 3M | -4.4% | -24.7% | +20.3% | -2.8% |
| 6M | -13.6% | -8.8% | -4.7% | -13.2% |
| YTD | -6.0% | +21.8% | -27.8% | -7.5% |
| 1Y | +1.8% | +25.3% | -23.5% | +0.1% |
| 3Y | +103.2% | +101.2% | +2.0% | +88.9% |
| All | +103.2% | +102.2% | +1.0% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling