+212.2%
GLD vs SFM
+146.8%
+65.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.9% |
| 7D | +4.9% | -10.2% | +15.2% | +5.1% |
| 30D | -1.3% | -23.9% | +22.6% | -1.0% |
| 3M | -4.8% | -42.3% | +37.5% | -4.1% |
| 6M | -12.5% | -40.1% | +27.6% | -12.0% |
| YTD | -4.2% | -37.8% | +33.5% | -3.8% |
| 1Y | +3.0% | -37.1% | +40.1% | +3.5% |
| 3Y | +109.1% | +21.5% | +87.6% | +107.1% |
| 5Y | +121.6% | +103.8% | +17.8% | +116.6% |
| 10Y | +212.2% | +142.0% | +70.2% | +199.5% |
| All | +212.2% | +146.8% | +65.4% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling