-3.9%
GLD vs URA
-26.7%
+22.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.6% |
| 7D | -2.0% | +2.9% | -4.8% | -3.0% |
| 30D | -4.4% | -10.8% | +6.4% | -1.0% |
| 3M | -8.9% | -25.5% | +16.6% | -0.2% |
| 6M | -16.0% | -41.2% | +25.2% | -1.4% |
| YTD | -7.9% | -21.3% | +13.4% | +4.6% |
| 1Y | -3.9% | -25.7% | +21.8% | +9.5% |
| All | -3.9% | -26.7% | +22.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling