+114.9%
GLD vs UMAC
+488.3%
-373.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.7% |
| 7D | -3.4% | -4.0% | +0.6% | -3.3% |
| 30D | -1.1% | -9.4% | +8.2% | -1.1% |
| 3M | +5.8% | +3.0% | +2.8% | +5.4% |
| 6M | -17.1% | +27.2% | -44.2% | -17.8% |
| YTD | 0.0% | +84.7% | -84.7% | -1.3% |
| 1Y | +18.2% | +136.5% | -118.3% | +16.6% |
| All | +114.9% | +488.3% | -373.3% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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