+739.4%
GLD vs FTI
+1,186.0%
-446.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +4.7% | -7.6% | +12.3% | +5.1% |
| 30D | -0.9% | -7.1% | +6.2% | -0.5% |
| 3M | -4.4% | -8.7% | +4.3% | -4.0% |
| 6M | -13.6% | -14.0% | +0.4% | -13.0% |
| YTD | -6.0% | +42.8% | -48.9% | -8.1% |
| 1Y | +1.8% | +50.4% | -48.6% | -0.8% |
| 3Y | +103.2% | +194.1% | -90.9% | +89.5% |
| 5Y | +119.3% | +775.2% | -655.9% | +90.0% |
| 10Y | +199.5% | +189.2% | +10.3% | +169.9% |
| All | +739.4% | +1,186.0% | -446.6% | +475.8% |
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