+732.3%
GLD vs UMC
+596.8%
+135.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.7% |
| 7D | +2.8% | -8.3% | +11.1% | +3.1% |
| 30D | -4.0% | -34.5% | +30.5% | -2.4% |
| 3M | -8.2% | -20.0% | +11.7% | -7.6% |
| 6M | -14.8% | -0.7% | -14.1% | -15.3% |
| YTD | -6.8% | +94.7% | -101.5% | -9.8% |
| 1Y | -2.4% | +106.0% | -108.4% | -5.7% |
| 3Y | +105.8% | +124.3% | -18.5% | +97.5% |
| 5Y | +113.3% | +78.0% | +35.3% | +105.2% |
| 10Y | +208.4% | +1,225.9% | -1,017.5% | +174.7% |
| All | +732.3% | +596.8% | +135.5% | +641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling