-16.0%
GLD vs FPS
-39.3%
+23.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.4% | -15.5% | -2.0% |
| 7D | -2.0% | +9.5% | -11.5% | -2.8% |
| 30D | -4.4% | -33.8% | +29.3% | -1.6% |
| 3M | -8.9% | -34.9% | +25.9% | -6.4% |
| 6M | -16.0% | -42.9% | +26.9% | -14.1% |
| All | -16.0% | -39.3% | +23.3% | -14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling