+206.1%
GLD vs UL
+109.3%
+96.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.7% |
| 30D | -5.5% | +4.5% | -10.0% | -5.9% |
| 3M | -10.9% | +6.5% | -17.4% | -11.4% |
| 6M | -17.4% | +18.2% | -35.6% | -18.8% |
| YTD | -10.3% | +4.7% | -15.0% | -10.8% |
| 1Y | -7.2% | +0.8% | -7.9% | -7.4% |
| 3Y | +96.9% | +35.9% | +61.0% | +91.4% |
| 5Y | +103.8% | +33.4% | +70.3% | +97.9% |
| All | +206.1% | +109.3% | +96.8% | +191.6% |
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