+207.9%
GLD vs USFR
+28.5%
+179.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -0.9% | +0.4% | -1.3% | -1.0% |
| 3M | -4.4% | +1.1% | -5.5% | -4.6% |
| 6M | -13.6% | +2.1% | -15.6% | -13.9% |
| YTD | -6.0% | +3.4% | -9.4% | -6.6% |
| 1Y | +1.8% | +4.1% | -2.3% | +0.9% |
| 3Y | +103.2% | +14.4% | +88.8% | +98.3% |
| 5Y | +119.3% | +21.3% | +98.0% | +112.2% |
| 10Y | +199.5% | +28.5% | +171.0% | +186.7% |
| All | +207.9% | +28.5% | +179.4% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling