+2.8%
GLD vs FIG
-52.3%
+55.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.7% |
| 7D | -0.3% | -4.7% | +4.4% | -0.3% |
| 30D | -1.9% | +0.5% | -2.4% | -1.9% |
| 3M | -0.4% | -18.4% | +18.0% | -0.6% |
| 6M | -10.2% | +10.9% | -21.1% | -9.5% |
| YTD | -6.0% | -40.8% | +34.8% | -2.9% |
| 1Y | +2.8% | -51.7% | +54.5% | +8.1% |
| All | +2.8% | -52.3% | +55.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling