+118.6%
GLD vs FIX
+933.9%
-815.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.0% |
| 7D | +4.7% | -17.5% | +22.2% | +5.5% |
| 30D | -0.9% | -41.6% | +40.7% | +1.5% |
| 3M | -4.4% | -40.6% | +36.2% | -2.2% |
| 6M | -13.6% | -49.4% | +35.8% | -11.2% |
| YTD | -6.0% | +9.2% | -15.2% | -5.7% |
| 1Y | +1.8% | +6.5% | -4.7% | +2.1% |
| 3Y | +103.2% | +448.7% | -345.6% | +95.5% |
| All | +118.6% | +933.9% | -815.3% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling