+17.1%
GLD vs FIG
-77.7%
+94.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | -5.5% | +2.6% | -8.1% | -5.5% |
| 30D | -7.0% | -13.1% | +6.0% | -7.0% |
| 3M | -12.4% | -20.3% | +8.0% | -12.3% |
| 6M | -18.0% | -2.1% | -15.9% | -17.8% |
| YTD | -10.5% | -49.4% | +38.9% | -9.4% |
| 1Y | -8.1% | -57.0% | +48.9% | -6.8% |
| All | +17.1% | -77.7% | +94.9% | +19.4% |
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