-15.7%
GLD vs FPS
-13.7%
-2.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -17.3% | +21.0% | +5.2% |
| 7D | -0.3% | -23.3% | +23.1% | +1.9% |
| 30D | -1.9% | -42.4% | +40.6% | +2.9% |
| 3M | -0.4% | -43.0% | +42.6% | +4.1% |
| 6M | -10.2% | -44.5% | +34.3% | -6.7% |
| All | -15.7% | -13.7% | -2.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling