+212.2%
GLD vs USFR
+28.5%
+183.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | -4.8% | +1.1% | -5.8% | -5.1% |
| 6M | -12.5% | +2.0% | -14.5% | -13.1% |
| YTD | -4.2% | +3.4% | -7.6% | -5.4% |
| 1Y | +3.0% | +4.1% | -1.0% | +1.6% |
| 3Y | +109.1% | +14.3% | +94.8% | +101.7% |
| 5Y | +121.6% | +21.3% | +100.3% | +111.6% |
| 10Y | +212.2% | +28.5% | +183.7% | +189.5% |
| All | +212.2% | +28.5% | +183.7% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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