+20.7%
GLD vs UMC
+235.1%
-214.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.6% |
| 7D | +0.1% | +13.6% | -13.5% | -1.0% |
| 30D | +0.2% | +20.8% | -20.6% | -1.5% |
| 3M | +3.2% | +16.1% | -12.9% | +0.1% |
| 6M | -14.6% | +137.3% | -151.9% | -26.1% |
| YTD | +1.8% | +193.8% | -192.0% | -15.0% |
| 1Y | +20.7% | +236.1% | -215.3% | -2.4% |
| All | +20.7% | +235.1% | -214.4% | -2.4% |
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