+213.3%
GLD vs FTI
+304.2%
-91.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +0.3% | +12.3% | -12.0% | +0.1% |
| 3M | +0.6% | +13.8% | -13.1% | +0.3% |
| 6M | -15.6% | +24.3% | -39.9% | -16.0% |
| YTD | +0.9% | +75.8% | -74.9% | -0.3% |
| 1Y | +19.4% | +99.6% | -80.2% | +17.7% |
| 3Y | +124.5% | +278.4% | -154.0% | +118.4% |
| 5Y | +138.9% | +1,168.7% | -1,029.8% | +128.9% |
| 10Y | +213.3% | +297.5% | -84.2% | +197.0% |
| All | +213.3% | +304.2% | -91.0% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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