+211.8%
GLD vs UL
+104.4%
+107.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -4.4% | +4.5% | -8.9% | -4.8% |
| 3M | -8.9% | +5.5% | -14.4% | -9.4% |
| 6M | -16.0% | +17.0% | -33.0% | -17.4% |
| YTD | -7.9% | +3.2% | -11.0% | -8.2% |
| 1Y | -3.9% | -1.9% | -2.0% | -3.8% |
| 3Y | +103.4% | +33.6% | +69.9% | +98.1% |
| 5Y | +109.7% | +31.5% | +78.2% | +103.9% |
| 10Y | +211.8% | +103.9% | +107.9% | +196.2% |
| All | +211.8% | +104.4% | +107.4% | +196.2% |
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