+96.6%
GLD vs SFM
+25.7%
+70.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.5% |
| 30D | -7.0% | -19.2% | +12.2% | -6.9% |
| 3M | -12.4% | -40.3% | +27.9% | -12.2% |
| 6M | -18.0% | -40.9% | +22.8% | -17.9% |
| YTD | -10.5% | -35.5% | +25.1% | -10.3% |
| 1Y | -8.1% | -37.4% | +29.4% | -7.8% |
| All | +96.6% | +25.7% | +70.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling