+2.8%
GLD vs UMC
+112.5%
-109.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +3.9% |
| 7D | -0.3% | -14.7% | +14.4% | +1.1% |
| 30D | -1.9% | -32.9% | +31.0% | +1.4% |
| 3M | -0.4% | -22.2% | +21.7% | +1.5% |
| 6M | -10.2% | +25.9% | -36.1% | -15.5% |
| YTD | -6.0% | +107.9% | -113.9% | -16.8% |
| 1Y | +2.8% | +115.0% | -112.2% | -9.3% |
| All | +2.8% | +112.5% | -109.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling