+121.6%
GLD vs USFD
+204.0%
-82.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.8% |
| 7D | +4.9% | +3.9% | +1.0% | +4.8% |
| 30D | -1.3% | +12.8% | -14.2% | -1.7% |
| 3M | -4.8% | +1.0% | -5.7% | -4.9% |
| 6M | -12.5% | +30.3% | -42.8% | -13.2% |
| YTD | -4.2% | +46.0% | -50.2% | -5.4% |
| 1Y | +3.0% | +49.6% | -46.6% | +1.7% |
| 3Y | +109.1% | +166.3% | -57.1% | +103.4% |
| 5Y | +121.6% | +208.4% | -86.8% | +112.2% |
| All | +121.6% | +204.0% | -82.4% | +112.2% |
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