+816.6%
GLD vs UL
+501.9%
+314.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +4.4% | +0.5% | +3.9% | +4.3% |
| 3M | -1.1% | +17.6% | -18.7% | -2.7% |
| 6M | -13.8% | -5.4% | -8.4% | -13.5% |
| YTD | +2.6% | +0.7% | +1.9% | +2.4% |
| 1Y | +24.5% | -9.3% | +33.8% | +25.4% |
| 3Y | +125.8% | +24.5% | +101.3% | +120.8% |
| 5Y | +137.8% | +23.2% | +114.6% | +131.8% |
| 10Y | +221.4% | +64.5% | +156.9% | +202.8% |
| All | +816.6% | +501.9% | +314.7% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling