+211.8%
GLD vs URI
+1,243.8%
-1,031.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.0% |
| 30D | -4.4% | +8.9% | -13.3% | -4.5% |
| 3M | -8.9% | +0.8% | -9.7% | -9.0% |
| 6M | -16.0% | +23.1% | -39.1% | -16.1% |
| YTD | -7.9% | +43.1% | -50.9% | -8.0% |
| 1Y | -3.9% | +35.7% | -39.6% | -4.1% |
| 3Y | +103.4% | +158.2% | -54.8% | +103.1% |
| 5Y | +109.7% | +212.6% | -102.8% | +109.0% |
| 10Y | +211.8% | +1,210.8% | -998.9% | +233.9% |
| All | +211.8% | +1,243.8% | -1,031.9% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling