+95.5%
GLD vs USAR
-20.3%
+115.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.7% |
| 7D | -5.5% | +8.8% | -14.2% | -5.8% |
| 30D | -7.0% | -28.5% | +21.4% | -6.0% |
| 3M | -12.4% | -56.2% | +43.8% | -10.1% |
| 6M | -18.0% | -68.4% | +50.4% | -15.3% |
| YTD | -10.5% | -32.2% | +21.7% | -8.9% |
| 1Y | -8.1% | -52.3% | +44.2% | -6.2% |
| 3Y | +97.7% | -21.2% | +118.9% | +104.5% |
| All | +95.5% | -20.3% | +115.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling