+128.4%
GLD vs UMC
+235.6%
-107.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.2% |
| 7D | -0.5% | +5.0% | -5.5% | -0.9% |
| 30D | +4.4% | +7.7% | -3.3% | +3.7% |
| 3M | -1.1% | +1.7% | -2.8% | -2.3% |
| 6M | -13.8% | +113.9% | -127.7% | -21.5% |
| YTD | +2.6% | +168.9% | -166.3% | -8.6% |
| 1Y | +24.5% | +207.2% | -182.7% | +9.8% |
| All | +128.4% | +235.6% | -107.1% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling