+225.3%
GLDM vs USFR
+25.7%
+199.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -1.3% | +0.4% | -1.7% | -1.3% |
| 3M | -4.7% | +1.1% | -5.8% | -4.7% |
| 6M | -12.4% | +2.0% | -14.4% | -12.4% |
| YTD | -4.1% | +3.4% | -7.5% | -4.4% |
| 1Y | +3.3% | +4.1% | -0.7% | +2.8% |
| 3Y | +110.9% | +14.3% | +96.6% | +114.9% |
| 5Y | +124.8% | +21.3% | +103.5% | +136.9% |
| All | +225.3% | +25.7% | +199.7% | +235.6% |
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