+816.6%
GLD vs FTI
+1,516.4%
-699.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +5.3% | -5.8% | -0.8% |
| 30D | +4.4% | +15.3% | -10.9% | +3.5% |
| 3M | -1.1% | +15.8% | -16.9% | -2.0% |
| 6M | -13.8% | +22.6% | -36.4% | -14.9% |
| YTD | +2.6% | +79.5% | -76.9% | -0.8% |
| 1Y | +24.5% | +102.0% | -77.5% | +19.4% |
| 3Y | +125.8% | +315.8% | -190.0% | +106.6% |
| 5Y | +137.8% | +1,129.5% | -991.7% | +101.9% |
| 10Y | +221.4% | +320.9% | -99.6% | +182.0% |
| All | +816.6% | +1,516.4% | -699.8% | +521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling