+219.4%
GLDM vs USFR
+25.7%
+193.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -0.8% |
| 3M | -4.3% | +1.1% | -5.4% | -4.3% |
| 6M | -13.4% | +2.1% | -15.4% | -13.5% |
| YTD | -5.8% | +3.4% | -9.2% | -6.2% |
| 1Y | +2.1% | +4.1% | -2.1% | +1.5% |
| 3Y | +105.0% | +14.4% | +90.6% | +108.9% |
| 5Y | +122.5% | +21.3% | +101.1% | +134.5% |
| All | +219.4% | +25.7% | +193.7% | +229.4% |
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 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