+2.8%
GLD vs SFM
-35.8%
+38.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.7% |
| 7D | -0.3% | -12.3% | +12.0% | -0.4% |
| 30D | -1.9% | -16.2% | +14.3% | -2.1% |
| 3M | -0.4% | -36.8% | +36.3% | -1.6% |
| 6M | -10.2% | -32.6% | +22.4% | -10.8% |
| YTD | -6.0% | -31.7% | +25.7% | -7.0% |
| 1Y | +2.8% | -35.0% | +37.8% | +1.8% |
| All | +2.8% | -35.8% | +38.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling