+95.8%
GLD vs USAR
-19.4%
+115.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.6% |
| 30D | -5.5% | -20.9% | +15.5% | -4.8% |
| 3M | -10.9% | -56.2% | +45.2% | -8.6% |
| 6M | -17.4% | -67.9% | +50.5% | -14.8% |
| YTD | -10.3% | -31.4% | +21.1% | -8.7% |
| 1Y | -7.2% | -45.1% | +37.9% | -5.4% |
| 3Y | +96.9% | -20.3% | +117.2% | +103.6% |
| All | +95.8% | -19.4% | +115.1% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling