+2.8%
GLD vs USAR
-49.3%
+52.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.5% | +4.2% |
| 7D | -0.3% | -21.8% | +21.5% | +2.0% |
| 30D | -1.9% | -39.9% | +38.1% | +2.7% |
| 3M | -0.4% | -52.5% | +52.1% | +6.2% |
| 6M | -10.2% | -67.9% | +57.8% | -1.8% |
| YTD | -6.0% | -31.1% | +25.1% | -1.7% |
| 1Y | +2.8% | -49.8% | +52.6% | +8.2% |
| All | +2.8% | -49.3% | +52.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling