+215.0%
GLD vs UMC
+1,863.6%
-1,648.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.5% |
| 7D | -2.0% | +9.0% | -11.0% | -2.4% |
| 30D | -1.5% | +17.2% | -18.8% | -2.3% |
| 3M | +3.2% | +11.4% | -8.2% | +2.2% |
| 6M | -16.3% | +137.5% | -153.8% | -20.3% |
| YTD | +0.6% | +193.1% | -192.5% | -5.1% |
| 1Y | +19.1% | +240.3% | -221.2% | +11.7% |
| 3Y | +123.5% | +262.2% | -138.7% | +108.5% |
| 5Y | +138.5% | +143.1% | -4.6% | +123.2% |
| All | +215.0% | +1,863.6% | -1,648.6% | +180.0% |
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