+128.5%
GLD vs GFS
-17.0%
+145.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +4.4% | -8.6% | +13.0% | +4.8% |
| 3M | -1.1% | -46.5% | +45.5% | +1.5% |
| 6M | -13.8% | -4.8% | -9.0% | -13.7% |
| YTD | +2.6% | +29.7% | -27.0% | +2.2% |
| 1Y | +24.5% | +35.8% | -11.3% | +23.9% |
| All | +128.5% | -17.0% | +145.5% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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