+205.0%
GLD vs USFD
+369.7%
-164.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +3.0% | +1.8% | +4.7% |
| 30D | -0.9% | +11.1% | -12.0% | -1.0% |
| 3M | -4.4% | -0.3% | -4.1% | -4.4% |
| 6M | -13.6% | +15.9% | -29.4% | -13.7% |
| YTD | -6.0% | +41.6% | -47.6% | -6.4% |
| 1Y | +1.8% | +49.4% | -47.6% | +1.3% |
| 3Y | +103.2% | +157.8% | -54.7% | +101.3% |
| 5Y | +119.3% | +176.6% | -57.3% | +117.0% |
| All | +205.0% | +369.7% | -164.7% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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