+105.2%
GLD vs USAR
-18.7%
+123.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.2% |
| 7D | +4.7% | -14.5% | +19.2% | +5.2% |
| 30D | -0.9% | -37.8% | +36.9% | +0.6% |
| 3M | -4.4% | -52.8% | +48.4% | -2.1% |
| 6M | -13.6% | -71.2% | +57.7% | -10.5% |
| YTD | -6.0% | -30.9% | +24.9% | -4.4% |
| 1Y | +1.8% | -48.0% | +49.8% | +3.7% |
| 3Y | +103.2% | -19.7% | +122.9% | +110.0% |
| All | +105.2% | -18.7% | +123.9% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling