+139.6%
GLD vs FRSH
-72.6%
+212.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -3.4% | -11.2% | +7.8% | -3.4% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | +5.8% | +26.4% | -20.6% | +5.9% |
| 6M | -17.1% | +48.4% | -65.4% | -17.0% |
| YTD | 0.0% | -3.1% | +3.1% | +0.3% |
| 1Y | +18.2% | -8.7% | +26.9% | +18.6% |
| 3Y | +122.6% | -45.8% | +168.4% | +123.8% |
| All | +139.6% | -72.6% | +212.2% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling