+205.0%
GLD vs URA
+278.3%
-73.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | +4.7% | -4.1% | +8.8% | +5.2% |
| 30D | -0.9% | -19.0% | +18.1% | +1.9% |
| 3M | -4.4% | -25.1% | +20.7% | -0.8% |
| 6M | -13.6% | -44.5% | +30.9% | -7.1% |
| YTD | -6.0% | -24.3% | +18.3% | -2.3% |
| 1Y | +1.8% | -28.1% | +29.9% | +6.1% |
| 3Y | +103.2% | +40.7% | +62.5% | +96.7% |
| 5Y | +119.3% | +35.5% | +83.9% | +110.0% |
| All | +205.0% | +278.3% | -73.3% | +149.4% |
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