+816.6%
GLD vs URI
+6,070.7%
-5,254.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -12.9% | +17.3% | +4.6% |
| 3M | -1.1% | -6.7% | +5.6% | -1.0% |
| 6M | -13.8% | +19.0% | -32.8% | -14.0% |
| YTD | +2.6% | +25.5% | -22.9% | +2.3% |
| 1Y | +24.5% | +5.5% | +19.0% | +24.3% |
| 3Y | +125.8% | +111.3% | +14.5% | +123.5% |
| 5Y | +137.8% | +198.6% | -60.8% | +134.0% |
| 10Y | +221.4% | +1,179.9% | -958.5% | +209.0% |
| All | +816.6% | +6,070.7% | -5,254.1% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling