+746.1%
GLD vs URI
+6,277.9%
-5,531.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.9% |
| 7D | +1.9% | -12.9% | +14.8% | +2.0% |
| 30D | -1.8% | -3.4% | +1.6% | -1.7% |
| 3M | -3.6% | -10.0% | +6.4% | -3.5% |
| 6M | -10.2% | +12.2% | -22.4% | -10.4% |
| YTD | -5.3% | +29.8% | -35.0% | -5.6% |
| 1Y | +2.5% | +24.6% | -22.2% | +2.1% |
| 3Y | +103.2% | +137.6% | -34.4% | +100.8% |
| 5Y | +121.1% | +176.6% | -55.5% | +117.6% |
| 10Y | +201.9% | +1,402.6% | -1,200.7% | +189.5% |
| All | +746.1% | +6,277.9% | -5,531.9% | +664.9% |
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 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