+135.7%
GLD vs FGI
-70.4%
+206.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.9% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +4.4% | +65.4% | -61.0% | +3.6% |
| 3M | -1.1% | +23.5% | -24.6% | -1.6% |
| 6M | -13.8% | +60.5% | -74.3% | -15.1% |
| YTD | +2.6% | +30.0% | -27.4% | +1.2% |
| 1Y | +24.5% | +82.1% | -57.6% | +21.4% |
| 3Y | +125.8% | -4.4% | +130.2% | +118.7% |
| All | +135.7% | -70.4% | +206.1% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling