+232.0%
GLD vs FND
+58.4%
+173.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.6% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +0.3% | -23.6% | +23.9% | +1.1% |
| 3M | +0.6% | +4.3% | -3.7% | +0.4% |
| 6M | -15.6% | -20.3% | +4.7% | -15.2% |
| YTD | +0.9% | -21.3% | +22.2% | +1.3% |
| 1Y | +19.4% | -45.4% | +64.8% | +20.8% |
| 3Y | +124.5% | -48.9% | +173.3% | +126.8% |
| 5Y | +138.9% | -61.0% | +200.0% | +141.2% |
| All | +232.0% | +58.4% | +173.6% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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