+209.4%
GLD vs FND
+69.4%
+140.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +7.7% | -3.0% | +4.4% |
| 30D | -0.9% | +11.9% | -12.7% | -1.3% |
| 3M | -4.4% | -14.6% | +10.2% | -4.0% |
| 6M | -13.6% | +0.5% | -14.0% | -13.7% |
| YTD | -6.0% | -15.8% | +9.8% | -5.8% |
| 1Y | +1.8% | -12.9% | +14.7% | +1.9% |
| 3Y | +103.2% | -34.2% | +137.3% | +103.9% |
| 5Y | +119.3% | -61.6% | +180.9% | +121.2% |
| All | +209.4% | +69.4% | +140.0% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling