+127.7%
GLD vs URA
+114.7%
+13.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +4.4% | +7.4% | -3.0% | +2.8% |
| 3M | -1.1% | -8.4% | +7.3% | +0.2% |
| 6M | -13.8% | -12.7% | -1.1% | -12.2% |
| YTD | +2.6% | +7.8% | -5.2% | +2.0% |
| 1Y | +24.5% | +19.5% | +5.1% | +22.0% |
| All | +127.7% | +114.7% | +13.0% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling