+222.0%
GLDM vs USFD
+181.9%
+40.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | +1.9% | +3.9% | -2.0% | +1.8% |
| 30D | -1.7% | +10.7% | -12.4% | -1.8% |
| 3M | -3.5% | +6.3% | -9.9% | -3.6% |
| 6M | -10.1% | +16.2% | -26.3% | -10.2% |
| YTD | -5.0% | +41.9% | -46.9% | -5.5% |
| 1Y | +2.8% | +44.2% | -41.4% | +2.3% |
| 3Y | +105.1% | +159.8% | -54.7% | +102.9% |
| 5Y | +124.3% | +177.1% | -52.8% | +121.4% |
| All | +222.0% | +181.9% | +40.1% | +215.5% |
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