+128.5%
GLD vs UL
+26.1%
+102.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | +4.4% | +0.5% | +3.9% | +4.3% |
| 3M | -1.1% | +17.6% | -18.7% | -3.7% |
| 6M | -13.8% | -5.4% | -8.4% | -12.6% |
| YTD | +2.6% | +0.7% | +1.9% | +2.9% |
| 1Y | +24.5% | -9.3% | +33.8% | +27.2% |
| All | +128.5% | +26.1% | +102.4% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling