+212.2%
GLD vs FTV
+113.3%
+98.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.8% |
| 7D | +4.9% | +0.4% | +4.6% | +4.9% |
| 30D | -1.3% | +17.2% | -18.5% | -1.6% |
| 3M | -4.8% | +8.9% | -13.6% | -4.9% |
| 6M | -12.5% | +11.3% | -23.8% | -12.7% |
| YTD | -4.2% | +21.9% | -26.2% | -4.6% |
| 1Y | +3.0% | +31.6% | -28.5% | +2.6% |
| 3Y | +109.1% | +38.1% | +71.0% | +108.1% |
| 5Y | +121.6% | +15.7% | +105.9% | +120.2% |
| 10Y | +212.2% | +107.5% | +104.8% | +215.3% |
| All | +212.2% | +113.3% | +98.9% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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