+104.1%
GLD vs USFD
+215.4%
-111.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.6% | +1.7% | -6.3% | -4.6% |
| 30D | -5.5% | +10.2% | -15.6% | -5.8% |
| 3M | -10.9% | -1.5% | -9.4% | -10.9% |
| 6M | -17.4% | +27.3% | -44.8% | -18.1% |
| YTD | -10.3% | +44.0% | -54.3% | -11.4% |
| 1Y | -7.2% | +50.4% | -57.5% | -8.4% |
| 3Y | +96.9% | +153.6% | -56.7% | +91.5% |
| All | +104.1% | +215.4% | -111.4% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling