+118.7%
GLD vs UMAC
+508.0%
-389.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.0% |
| 7D | +0.1% | +3.3% | -3.1% | +0.1% |
| 30D | +0.2% | -10.4% | +10.6% | +0.3% |
| 3M | +3.2% | +1.8% | +1.5% | +2.8% |
| 6M | -14.6% | +40.7% | -55.4% | -15.5% |
| YTD | +1.8% | +90.9% | -89.1% | +0.4% |
| 1Y | +20.7% | +151.8% | -131.0% | +19.0% |
| All | +118.7% | +508.0% | -389.3% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling