-8.1%
GLD vs USAR
-54.5%
+46.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.6% |
| 7D | -5.5% | +8.8% | -14.2% | -6.3% |
| 30D | -7.0% | -28.5% | +21.4% | -4.4% |
| 3M | -12.4% | -56.2% | +43.8% | -5.8% |
| 6M | -18.0% | -68.4% | +50.4% | -10.2% |
| YTD | -10.5% | -32.2% | +21.7% | -6.5% |
| 1Y | -8.1% | -52.3% | +44.2% | -3.6% |
| All | -8.1% | -54.5% | +46.4% | -3.6% |
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