+145.9%
GLDM vs USFR
+20.4%
+125.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +4.4% | +0.3% | +4.1% | +4.1% |
| 3M | -1.1% | +1.0% | -2.1% | -2.1% |
| 6M | -13.7% | +1.9% | -15.6% | -15.8% |
| YTD | +2.8% | +2.6% | +0.2% | -0.7% |
| 1Y | +24.8% | +4.0% | +20.8% | +18.4% |
| 3Y | +127.8% | +14.1% | +113.7% | +104.6% |
| All | +145.9% | +20.4% | +125.5% | +112.3% |
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