+213.3%
GLD vs UL
+65.6%
+147.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +0.7% | -1.3% | +2.1% | +0.9% |
| 30D | +0.3% | +0.9% | -0.6% | +0.2% |
| 3M | +0.6% | +14.2% | -13.6% | -0.8% |
| 6M | -15.6% | -3.2% | -12.4% | -15.4% |
| YTD | +0.9% | -0.3% | +1.2% | +0.8% |
| 1Y | +19.4% | -8.8% | +28.2% | +20.3% |
| 3Y | +124.5% | +23.9% | +100.6% | +120.0% |
| 5Y | +138.9% | +21.4% | +117.6% | +134.0% |
| 10Y | +213.3% | +66.7% | +146.6% | +198.0% |
| All | +213.3% | +65.6% | +147.7% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling