+118.6%
GLD vs URI
+166.6%
-48.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +4.7% | -9.8% | +14.5% | +5.0% |
| 30D | -0.9% | +1.7% | -2.6% | -1.0% |
| 3M | -4.4% | -9.1% | +4.7% | -4.2% |
| 6M | -13.6% | +9.9% | -23.4% | -13.8% |
| YTD | -6.0% | +31.2% | -37.2% | -6.7% |
| 1Y | +1.8% | +25.9% | -24.2% | +1.0% |
| 3Y | +103.2% | +147.4% | -44.2% | +98.7% |
| All | +118.6% | +166.6% | -48.0% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling