+222.1%
GLD vs USFD
+340.6%
-118.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | +1.9% | +3.9% | -2.0% | +1.8% |
| 30D | -1.8% | +10.7% | -12.5% | -1.9% |
| 3M | -3.6% | +6.3% | -10.0% | -3.7% |
| 6M | -10.2% | +16.2% | -26.5% | -10.4% |
| YTD | -5.3% | +41.9% | -47.1% | -5.6% |
| 1Y | +2.5% | +44.2% | -41.7% | +2.0% |
| 3Y | +103.2% | +159.8% | -56.6% | +101.3% |
| 5Y | +121.1% | +177.1% | -56.0% | +118.6% |
| 10Y | +201.9% | +376.2% | -174.3% | +199.2% |
| All | +222.1% | +340.6% | -118.5% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling