+216.8%
GLDM vs USFD
+189.8%
+27.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +2.9% | +8.4% | -5.5% | +2.7% |
| 30D | -3.9% | +12.7% | -16.7% | -4.1% |
| 3M | -8.1% | +1.1% | -9.3% | -8.2% |
| 6M | -14.7% | +30.2% | -44.9% | -15.0% |
| YTD | -6.6% | +45.8% | -52.4% | -7.1% |
| 1Y | -2.1% | +51.9% | -54.0% | -2.6% |
| 3Y | +107.7% | +158.5% | -50.8% | +105.4% |
| 5Y | +116.5% | +208.0% | -91.6% | +113.5% |
| All | +216.8% | +189.8% | +27.0% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling