+816.6%
GLD vs FLR
+195.6%
+620.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -0.5% | +5.4% | -5.9% | -0.7% |
| 30D | +4.4% | +11.4% | -7.0% | +4.0% |
| 3M | -1.1% | +11.4% | -12.5% | -1.5% |
| 6M | -13.8% | +16.6% | -30.4% | -14.3% |
| YTD | +2.6% | +41.7% | -39.1% | +1.4% |
| 1Y | +24.5% | +35.4% | -10.9% | +23.1% |
| 3Y | +125.8% | +57.3% | +68.5% | +121.0% |
| 5Y | +137.8% | +241.0% | -103.2% | +127.2% |
| 10Y | +221.4% | +16.6% | +204.7% | +217.6% |
| All | +816.6% | +195.6% | +620.9% | +751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling