+105.6%
GLD vs FGI
-66.3%
+172.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -2.8% |
| 7D | -5.5% | +13.5% | -19.0% | -5.5% |
| 30D | -7.0% | +17.1% | -24.1% | -7.1% |
| 3M | -12.4% | +78.0% | -90.4% | -13.0% |
| 6M | -18.0% | +46.4% | -64.5% | -18.6% |
| YTD | -10.5% | +47.7% | -58.2% | -11.8% |
| 1Y | -8.1% | +56.8% | -64.9% | -9.7% |
| 3Y | +97.7% | +12.3% | +85.4% | +91.3% |
| All | +105.6% | -66.3% | +172.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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