+187.7%
GLD vs FTV
+119.0%
+68.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -4.4% | +7.5% | -11.9% | -4.6% |
| 6M | -13.6% | +8.5% | -22.0% | -13.7% |
| YTD | -6.0% | +18.8% | -24.8% | -6.3% |
| 1Y | +1.8% | +28.5% | -26.8% | +1.3% |
| 3Y | +103.2% | +34.0% | +69.2% | +102.2% |
| 5Y | +119.3% | +12.6% | +106.7% | +118.1% |
| 10Y | +199.5% | +111.4% | +88.1% | +192.0% |
| All | +187.7% | +119.0% | +68.7% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling