+23.0%
GLD vs FIG
-77.9%
+100.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.8% |
| 7D | +4.7% | -13.1% | +17.8% | +4.7% |
| 30D | -0.9% | -13.0% | +12.1% | -0.9% |
| 3M | -4.4% | -21.5% | +17.1% | -4.4% |
| 6M | -13.6% | -2.5% | -11.1% | -13.3% |
| YTD | -6.0% | -49.7% | +43.7% | -4.9% |
| 1Y | +1.8% | -59.1% | +60.9% | +3.2% |
| All | +23.0% | -77.9% | +100.8% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling