+121.1%
GLD vs FIVE
+15.3%
+105.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.9% |
| 7D | +1.9% | -1.7% | +3.6% | +1.9% |
| 30D | -1.8% | +14.9% | -16.7% | -2.0% |
| 3M | -3.6% | +7.6% | -11.3% | -3.8% |
| 6M | -10.2% | +6.4% | -16.6% | -10.4% |
| YTD | -5.3% | +28.1% | -33.3% | -5.7% |
| 1Y | +2.5% | +54.7% | -52.3% | +1.6% |
| 3Y | +103.2% | +36.1% | +67.1% | +101.5% |
| 5Y | +121.1% | +14.9% | +106.2% | +114.1% |
| All | +121.1% | +15.3% | +105.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling