+206.1%
GLD vs FN
+700.1%
-494.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.3% |
| 7D | -4.6% | +0.3% | -4.8% | -4.6% |
| 30D | -5.5% | -16.5% | +11.1% | -5.2% |
| 3M | -10.9% | -42.1% | +31.2% | -10.0% |
| 6M | -17.4% | -52.9% | +35.4% | -16.4% |
| YTD | -10.3% | -28.0% | +17.7% | -9.9% |
| 1Y | -7.2% | -18.5% | +11.3% | -6.9% |
| 3Y | +96.9% | +93.9% | +3.0% | +95.0% |
| 5Y | +103.8% | +170.5% | -66.7% | +101.1% |
| All | +206.1% | +700.1% | -494.0% | +204.9% |
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