+206.1%
GLD vs UMC
+1,272.7%
-1,066.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | -4.6% | +11.2% | -15.8% | -5.1% |
| 30D | -5.5% | -28.0% | +22.6% | -4.1% |
| 3M | -10.9% | -20.5% | +9.6% | -10.1% |
| 6M | -17.4% | -1.6% | -15.9% | -18.0% |
| YTD | -10.3% | +99.4% | -109.7% | -13.9% |
| 1Y | -7.2% | +120.4% | -127.6% | -11.3% |
| 3Y | +96.9% | +134.2% | -37.3% | +87.2% |
| 5Y | +103.8% | +78.8% | +24.9% | +93.6% |
| All | +206.1% | +1,272.7% | -1,066.6% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling