+215.4%
GLD vs SFM
+132.7%
+82.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.7% |
| 7D | +2.8% | -6.9% | +9.7% | +2.9% |
| 30D | -4.0% | -25.0% | +21.0% | -3.6% |
| 3M | -8.2% | -42.7% | +34.5% | -7.6% |
| 6M | -14.8% | -41.0% | +26.2% | -14.3% |
| YTD | -6.8% | -38.7% | +31.9% | -6.3% |
| 1Y | -2.4% | -38.1% | +35.7% | -1.9% |
| 3Y | +105.8% | +19.3% | +86.4% | +103.6% |
| 5Y | +113.3% | +103.1% | +10.2% | +108.1% |
| All | +215.4% | +132.7% | +82.7% | +201.6% |
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