+208.4%
GLD vs URA
+289.1%
-80.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -4.0% | -14.8% | +10.8% | -1.9% |
| 3M | -8.2% | -25.3% | +17.1% | -4.7% |
| 6M | -14.8% | -39.9% | +25.1% | -9.4% |
| YTD | -6.8% | -22.4% | +15.6% | -3.5% |
| 1Y | -2.4% | -29.0% | +26.6% | +1.8% |
| 3Y | +105.8% | +41.0% | +64.8% | +98.9% |
| 5Y | +113.3% | +38.3% | +75.0% | +103.6% |
| 10Y | +208.4% | +276.1% | -67.6% | +149.3% |
| All | +208.4% | +289.1% | -80.6% | +149.3% |
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