+103.2%
GLD vs FTV
+33.2%
+70.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | -0.9% | +15.7% | -16.6% | -1.8% |
| 3M | -4.4% | +7.5% | -11.9% | -4.9% |
| 6M | -13.6% | +8.5% | -22.0% | -14.0% |
| YTD | -6.0% | +18.8% | -24.8% | -7.0% |
| 1Y | +1.8% | +28.5% | -26.8% | +0.4% |
| 3Y | +103.2% | +34.0% | +69.2% | +100.3% |
| All | +103.2% | +33.2% | +70.0% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling