+104.8%
GLD vs FN
+80.0%
+24.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.1% | +1.4% |
| 7D | +1.9% | -16.0% | +17.9% | +2.5% |
| 30D | -1.8% | -40.1% | +38.3% | 0.0% |
| 3M | -3.6% | -43.9% | +40.3% | -1.8% |
| 6M | -10.2% | -55.6% | +45.4% | -8.0% |
| YTD | -5.3% | -35.7% | +30.4% | -4.1% |
| 1Y | +2.5% | -39.8% | +42.3% | +3.8% |
| All | +104.8% | +80.0% | +24.8% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling