+121.8%
GLDM vs USFR
+21.3%
+100.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +0.1% | +4.6% | +4.6% |
| 30D | -0.9% | +0.4% | -1.3% | -1.1% |
| 3M | -4.3% | +1.1% | -5.4% | -5.1% |
| 6M | -13.4% | +2.1% | -15.4% | -15.0% |
| YTD | -5.8% | +3.4% | -9.2% | -9.2% |
| 1Y | +2.1% | +4.1% | -2.1% | -2.5% |
| 3Y | +105.0% | +14.4% | +90.6% | +87.0% |
| All | +121.8% | +21.3% | +100.4% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling