+145.9%
GLD vs FRSH
-70.6%
+216.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.9% |
| 7D | -0.5% | -8.2% | +7.6% | -0.5% |
| 30D | +4.4% | +10.5% | -6.1% | +4.4% |
| 3M | -1.1% | +32.7% | -33.8% | -1.0% |
| 6M | -13.8% | +50.3% | -64.1% | -13.7% |
| YTD | +2.6% | +3.9% | -1.3% | +2.9% |
| 1Y | +24.5% | -2.2% | +26.7% | +24.9% |
| 3Y | +125.8% | -42.9% | +168.8% | +127.1% |
| All | +145.9% | -70.6% | +216.5% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling