+816.6%
GLD vs FFIV
+1,768.3%
-951.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -1.1% | -4.5% | +3.4% | -1.0% |
| 6M | -13.8% | +36.5% | -50.3% | -14.2% |
| YTD | +2.6% | +53.0% | -50.3% | +2.0% |
| 1Y | +24.5% | +24.2% | +0.3% | +24.0% |
| 3Y | +125.8% | +137.2% | -11.4% | +122.8% |
| 5Y | +137.8% | +91.8% | +46.0% | +134.7% |
| 10Y | +221.4% | +215.2% | +6.2% | +215.3% |
| All | +816.6% | +1,768.3% | -951.7% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling