+23.9%
GLD vs FIG
-78.3%
+102.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.7% | +17.5% | +0.8% |
| 7D | +1.9% | -17.4% | +19.3% | +1.9% |
| 30D | -1.8% | -15.9% | +14.1% | -1.8% |
| 3M | -3.6% | -34.5% | +30.9% | -3.6% |
| 6M | -10.2% | -5.0% | -5.2% | -10.0% |
| YTD | -5.3% | -50.7% | +45.4% | -4.1% |
| 1Y | +2.5% | -58.1% | +60.6% | +3.9% |
| All | +23.9% | -78.3% | +102.2% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling