+103.2%
GLD vs URA
+36.0%
+67.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.7% |
| 7D | +4.7% | -4.1% | +8.8% | +5.6% |
| 30D | -0.9% | -19.0% | +18.1% | +3.6% |
| 3M | -4.4% | -25.1% | +20.7% | +1.5% |
| 6M | -13.6% | -44.5% | +30.9% | -3.1% |
| YTD | -6.0% | -24.3% | +18.3% | +0.5% |
| 1Y | +1.8% | -28.1% | +29.9% | +9.3% |
| 3Y | +103.2% | +40.7% | +62.5% | +102.3% |
| All | +103.2% | +36.0% | +67.2% | +102.3% |
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 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