+127.7%
GLD vs USAR
+73.0%
+54.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +4.4% | +2.6% | +1.8% | +4.2% |
| 3M | -1.1% | -35.0% | +33.9% | -0.1% |
| 6M | -13.8% | -6.9% | -6.9% | -13.9% |
| YTD | +2.6% | +48.0% | -45.3% | +1.9% |
| 1Y | +24.5% | +24.8% | -0.3% | +24.2% |
| All | +127.7% | +73.0% | +54.7% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling