+218.2%
GLD vs USFR
+28.0%
+190.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +0.2% | +0.3% | -0.1% | +0.1% |
| 3M | +3.2% | +1.0% | +2.2% | +2.9% |
| 6M | -14.6% | +1.9% | -16.6% | -15.2% |
| YTD | +1.8% | +2.7% | -0.9% | +0.8% |
| 1Y | +20.7% | +4.0% | +16.8% | +19.0% |
| 3Y | +126.5% | +14.0% | +112.5% | +119.0% |
| 5Y | +140.0% | +20.4% | +119.6% | +130.0% |
| 10Y | +218.2% | +28.0% | +190.2% | +196.9% |
| All | +218.2% | +28.0% | +190.2% | +196.9% |
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