+216.0%
GLD vs FIVE
+478.4%
-262.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -0.9% |
| 7D | -0.5% | +4.3% | -4.8% | -0.6% |
| 30D | +4.4% | +12.5% | -8.1% | +4.2% |
| 3M | -1.1% | +31.2% | -32.3% | -1.6% |
| 6M | -13.8% | +14.4% | -28.1% | -14.0% |
| YTD | +2.6% | +33.9% | -31.3% | +2.1% |
| 1Y | +24.5% | +65.1% | -40.5% | +23.4% |
| 3Y | +125.8% | +49.0% | +76.9% | +123.2% |
| 5Y | +137.8% | +30.3% | +107.5% | +134.7% |
| All | +216.0% | +478.4% | -262.4% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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