+101.1%
GLD vs USAR
-18.3%
+119.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | -4.4% | -30.1% | +25.6% | -3.4% |
| 3M | -8.9% | -56.3% | +47.4% | -6.5% |
| 6M | -16.0% | -68.6% | +52.6% | -13.2% |
| YTD | -7.9% | -30.5% | +22.7% | -6.3% |
| 1Y | -3.9% | -53.5% | +49.6% | -2.0% |
| 3Y | +103.4% | -19.3% | +122.7% | +110.3% |
| All | +101.1% | -18.3% | +119.5% | +108.4% |
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