+205.0%
GLD vs FN
+753.0%
-548.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.0% |
| 7D | +4.7% | 0.0% | +4.8% | +4.6% |
| 30D | -0.9% | -34.3% | +33.4% | -0.1% |
| 3M | -4.4% | -39.9% | +35.5% | -3.5% |
| 6M | -13.6% | -51.8% | +38.3% | -12.6% |
| YTD | -6.0% | -28.1% | +22.1% | -5.6% |
| 1Y | +1.8% | -29.1% | +30.8% | +2.2% |
| 3Y | +103.2% | +102.4% | +0.7% | +101.3% |
| 5Y | +119.3% | +171.7% | -52.3% | +116.8% |
| All | +205.0% | +753.0% | -548.0% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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