+121.1%
GLD vs FN
+148.3%
-27.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.1% | +1.3% |
| 7D | +1.9% | -16.0% | +17.9% | +2.4% |
| 30D | -1.8% | -40.1% | +38.3% | -0.3% |
| 3M | -3.6% | -43.9% | +40.3% | -2.1% |
| 6M | -10.2% | -55.6% | +45.4% | -8.4% |
| YTD | -5.3% | -35.7% | +30.4% | -4.3% |
| 1Y | +2.5% | -39.8% | +42.3% | +3.6% |
| 3Y | +103.2% | +80.3% | +22.9% | +99.9% |
| 5Y | +121.1% | +143.3% | -22.2% | +114.5% |
| All | +121.1% | +148.3% | -27.2% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling