+128.5%
GLD vs FND
-48.3%
+176.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.9% |
| 7D | -0.5% | -5.2% | +4.7% | -0.2% |
| 30D | +4.4% | -19.9% | +24.3% | +5.6% |
| 3M | -1.1% | +2.7% | -3.8% | -1.4% |
| 6M | -13.8% | -21.7% | +7.9% | -13.3% |
| YTD | +2.6% | -17.5% | +20.1% | +3.1% |
| 1Y | +24.5% | -39.3% | +63.8% | +25.7% |
| All | +128.5% | -48.3% | +176.8% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling