+211.8%
GLD vs FIVE
+535.9%
-324.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -4.4% | +17.4% | -21.8% | -4.7% |
| 3M | -8.9% | +7.0% | -16.0% | -9.1% |
| 6M | -16.0% | +20.5% | -36.4% | -16.3% |
| YTD | -7.9% | +33.1% | -41.0% | -8.4% |
| 1Y | -3.9% | +67.1% | -71.0% | -4.8% |
| 3Y | +103.4% | +41.9% | +61.5% | +101.1% |
| 5Y | +109.7% | +21.1% | +88.7% | +107.1% |
| 10Y | +211.8% | +518.8% | -307.0% | +194.0% |
| All | +211.8% | +535.9% | -324.1% | +194.0% |
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