-3.9%
GLD vs UMC
+122.3%
-126.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -1.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -4.4% | -28.7% | +24.2% | -1.9% |
| 3M | -8.9% | -15.1% | +6.2% | -7.9% |
| 6M | -16.0% | +5.0% | -20.9% | -19.2% |
| YTD | -7.9% | +108.2% | -116.0% | -18.6% |
| 1Y | -3.9% | +121.7% | -125.6% | -15.6% |
| All | -3.9% | +122.3% | -126.2% | -15.6% |
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