+138.9%
GLD vs UMC
+139.4%
-0.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.1% |
| 7D | +0.7% | +6.6% | -5.8% | +0.3% |
| 30D | +0.3% | +16.6% | -16.2% | -0.8% |
| 3M | +0.6% | +11.0% | -10.4% | -0.9% |
| 6M | -15.6% | +131.3% | -146.9% | -21.7% |
| YTD | +0.9% | +182.5% | -181.6% | -7.8% |
| 1Y | +19.4% | +222.3% | -202.9% | +8.3% |
| 3Y | +124.5% | +253.0% | -128.6% | +101.6% |
| 5Y | +138.9% | +141.8% | -2.9% | +109.7% |
| All | +138.9% | +139.4% | -0.5% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling