+206.1%
GLD vs FIX
+3,564.5%
-3,358.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.2% |
| 7D | -4.6% | +9.4% | -14.0% | -4.9% |
| 30D | -5.5% | -27.8% | +22.3% | -4.6% |
| 3M | -10.9% | -35.6% | +24.6% | -9.8% |
| 6M | -17.4% | -45.2% | +27.8% | -16.1% |
| YTD | -10.3% | +19.5% | -29.8% | -10.5% |
| 1Y | -7.2% | +24.2% | -31.4% | -7.4% |
| 3Y | +96.9% | +494.2% | -397.2% | +91.2% |
| 5Y | +103.8% | +1,036.1% | -932.4% | +95.9% |
| All | +206.1% | +3,564.5% | -3,358.4% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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