+114.5%
GLD vs FRSH
-70.7%
+185.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.7% | -2.8% |
| 7D | -5.5% | -0.2% | -5.2% | -5.5% |
| 30D | -7.0% | -8.8% | +1.8% | -7.1% |
| 3M | -12.4% | +8.8% | -21.2% | -12.3% |
| 6M | -18.0% | +49.1% | -67.1% | -18.0% |
| YTD | -10.5% | +3.4% | -13.9% | -10.2% |
| 1Y | -8.1% | +8.8% | -16.9% | -7.8% |
| 3Y | +97.7% | -27.4% | +125.1% | +98.5% |
| 5Y | +103.4% | -66.4% | +169.8% | +103.4% |
| All | +114.5% | -70.7% | +185.2% | +115.1% |
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