+198.3%
GLD vs URA
-31.1%
+229.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | +7.4% | -3.0% | +3.5% |
| 3M | -1.1% | -8.4% | +7.3% | -0.2% |
| 6M | -13.8% | -12.7% | -1.1% | -12.8% |
| YTD | +2.6% | +7.8% | -5.2% | +1.7% |
| 1Y | +24.5% | +19.5% | +5.1% | +21.8% |
| 3Y | +125.8% | +116.4% | +9.4% | +106.3% |
| 5Y | +137.8% | +134.3% | +3.5% | +112.1% |
| 10Y | +221.4% | +359.3% | -137.9% | +163.3% |
| All | +198.3% | -31.1% | +229.4% | +184.9% |
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