+105.8%
GLD vs FGI
-3.4%
+109.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.7% |
| 7D | +2.8% | -4.1% | +6.9% | +2.8% |
| 30D | -4.0% | -3.4% | -0.6% | -4.0% |
| 3M | -8.2% | +61.8% | -70.0% | -8.8% |
| 6M | -14.8% | +17.0% | -31.9% | -15.2% |
| YTD | -6.8% | +31.4% | -38.2% | -8.1% |
| 1Y | -2.4% | +42.7% | -45.1% | -4.1% |
| 3Y | +105.8% | -0.1% | +105.9% | +100.7% |
| All | +105.8% | -3.4% | +109.1% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling