+175.3%
GLD vs URA
-53.7%
+229.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.5% |
| 7D | +1.9% | -13.3% | +15.1% | +3.7% |
| 30D | -1.8% | -25.9% | +24.1% | +1.9% |
| 3M | -3.6% | -27.8% | +24.1% | +0.2% |
| 6M | -10.2% | -42.8% | +32.6% | -4.3% |
| YTD | -5.3% | -27.5% | +22.2% | -1.5% |
| 1Y | +2.5% | -35.1% | +37.6% | +7.6% |
| 3Y | +103.2% | +31.1% | +72.1% | +96.8% |
| 5Y | +121.1% | +29.8% | +91.3% | +111.2% |
| 10Y | +201.9% | +265.1% | -63.3% | +155.1% |
| All | +175.3% | -53.7% | +229.0% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling