+732.3%
GLD vs FTI
+1,206.8%
-474.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | +2.8% | -3.3% | +6.1% | +3.0% |
| 30D | -4.0% | -7.2% | +3.3% | -3.6% |
| 3M | -8.2% | -12.9% | +4.6% | -7.6% |
| 6M | -14.8% | -7.9% | -7.0% | -14.6% |
| YTD | -6.8% | +45.2% | -52.0% | -8.9% |
| 1Y | -2.4% | +48.1% | -50.4% | -4.7% |
| 3Y | +105.8% | +205.0% | -99.2% | +91.5% |
| 5Y | +113.3% | +838.8% | -725.5% | +84.1% |
| 10Y | +208.4% | +174.8% | +33.7% | +179.5% |
| All | +732.3% | +1,206.8% | -474.5% | +470.4% |
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