+248.9%
GLD vs USFD
+329.0%
-80.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | +4.4% | +3.5% | +0.9% | +4.4% |
| 3M | -1.1% | +26.6% | -27.7% | -1.4% |
| 6M | -13.8% | +11.7% | -25.5% | -13.9% |
| YTD | +2.6% | +38.1% | -35.5% | +2.3% |
| 1Y | +24.5% | +33.4% | -8.9% | +24.1% |
| 3Y | +125.8% | +155.8% | -30.0% | +123.8% |
| 5Y | +137.8% | +214.0% | -76.2% | +135.1% |
| 10Y | +221.4% | +320.4% | -99.0% | +220.4% |
| All | +248.9% | +329.0% | -80.1% | +250.4% |
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