+25.3%
GLD vs FIG
-77.2%
+102.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.9% |
| 7D | +4.9% | -12.6% | +17.6% | +5.0% |
| 30D | -1.3% | -13.8% | +12.5% | -1.3% |
| 3M | -4.8% | -16.7% | +11.9% | -4.7% |
| 6M | -12.5% | -6.1% | -6.4% | -12.3% |
| YTD | -4.2% | -48.1% | +43.9% | -3.1% |
| 1Y | +3.0% | -56.2% | +59.2% | +4.5% |
| All | +25.3% | -77.2% | +102.5% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling