+118.6%
GLD vs UL
+31.0%
+87.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | +4.7% | +1.1% | +3.6% | +4.6% |
| 30D | -0.9% | +8.2% | -9.1% | -1.7% |
| 3M | -4.4% | +4.5% | -8.9% | -4.9% |
| 6M | -13.6% | +12.6% | -26.1% | -14.7% |
| YTD | -6.0% | +3.5% | -9.5% | -6.3% |
| 1Y | +1.8% | -0.4% | +2.2% | +1.8% |
| 3Y | +103.2% | +36.0% | +67.2% | +97.9% |
| All | +118.6% | +31.0% | +87.6% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling