+211.8%
GLD vs URA
+277.9%
-66.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -2.0% | +2.9% | -4.8% | -2.4% |
| 30D | -4.4% | -10.8% | +6.4% | -3.0% |
| 3M | -8.9% | -25.5% | +16.6% | -5.4% |
| 6M | -16.0% | -41.2% | +25.2% | -10.4% |
| YTD | -7.9% | -21.3% | +13.4% | -4.8% |
| 1Y | -3.9% | -25.7% | +21.8% | -0.2% |
| 3Y | +103.4% | +43.1% | +60.4% | +96.2% |
| 5Y | +109.7% | +35.6% | +74.1% | +100.3% |
| 10Y | +211.8% | +281.3% | -69.5% | +154.7% |
| All | +211.8% | +277.9% | -66.1% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling