+206.1%
GLD vs URA
+266.3%
-60.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.6% | -1.5% | -3.0% | -4.4% |
| 30D | -5.5% | -10.4% | +4.9% | -4.1% |
| 3M | -10.9% | -29.6% | +18.7% | -6.8% |
| 6M | -17.4% | -40.3% | +22.8% | -12.0% |
| YTD | -10.3% | -25.5% | +15.2% | -6.6% |
| 1Y | -7.2% | -26.4% | +19.3% | -3.3% |
| 3Y | +96.9% | +31.4% | +65.5% | +91.9% |
| 5Y | +103.8% | +28.6% | +75.2% | +96.0% |
| All | +206.1% | +266.3% | -60.1% | +152.0% |
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