+205.0%
GLD vs URI
+1,374.0%
-1,169.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +4.7% | -9.8% | +14.5% | +4.8% |
| 30D | -0.9% | +1.7% | -2.6% | -0.9% |
| 3M | -4.4% | -9.1% | +4.7% | -4.4% |
| 6M | -13.6% | +9.9% | -23.4% | -13.6% |
| YTD | -6.0% | +31.2% | -37.2% | -6.1% |
| 1Y | +1.8% | +25.9% | -24.2% | +1.6% |
| 3Y | +103.2% | +147.4% | -44.2% | +103.1% |
| 5Y | +119.3% | +179.7% | -60.4% | +118.8% |
| All | +205.0% | +1,374.0% | -1,169.0% | +217.3% |
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