+222.0%
GLDM vs USFR
+25.7%
+196.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.7% | +0.4% | -2.1% | -1.7% |
| 3M | -3.5% | +1.1% | -4.6% | -3.5% |
| 6M | -10.1% | +2.0% | -12.1% | -10.1% |
| YTD | -5.0% | +3.4% | -8.4% | -5.4% |
| 1Y | +2.8% | +4.1% | -1.3% | +2.2% |
| 3Y | +105.1% | +14.4% | +90.7% | +109.1% |
| 5Y | +124.3% | +21.3% | +103.0% | +136.4% |
| All | +222.0% | +25.7% | +196.3% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling