+2.8%
GLD vs FRSH
+21.1%
-18.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.3% | +10.0% | +3.1% |
| 7D | -0.3% | -13.8% | +13.5% | -1.5% |
| 30D | -1.9% | +0.3% | -2.2% | -1.8% |
| 3M | -0.4% | +10.1% | -10.6% | +0.8% |
| 6M | -10.2% | +47.7% | -57.8% | -6.2% |
| YTD | -6.0% | +8.2% | -14.3% | -4.1% |
| 1Y | +2.8% | +21.4% | -18.6% | +4.6% |
| All | +2.8% | +21.1% | -18.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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