+98.7%
GLDM vs USFR
+14.4%
+84.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -5.5% | +0.4% | -5.8% | -5.8% |
| 3M | -10.9% | +1.1% | -11.9% | -12.3% |
| 6M | -17.3% | +2.0% | -19.4% | -20.3% |
| YTD | -10.2% | +3.5% | -13.6% | -17.5% |
| 1Y | -6.9% | +4.1% | -11.0% | -16.3% |
| 3Y | +98.7% | +14.4% | +84.3% | +79.1% |
| All | +98.7% | +14.4% | +84.3% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling