+248.5%
GLDM vs USFR
+24.7%
+223.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +0.3% | +4.1% | +4.4% |
| 3M | -1.1% | +1.0% | -2.1% | -1.1% |
| 6M | -13.7% | +1.9% | -15.6% | -13.9% |
| YTD | +2.8% | +2.6% | +0.2% | +2.3% |
| 1Y | +24.8% | +4.0% | +20.8% | +24.0% |
| 3Y | +127.8% | +14.1% | +113.7% | +132.8% |
| 5Y | +141.1% | +20.4% | +120.7% | +154.1% |
| All | +248.5% | +24.7% | +223.7% | +259.4% |
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