+126.1%
GLD vs UUUU
+96.1%
+30.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | +0.2% | +1.8% | -1.6% | -0.1% |
| 3M | +3.2% | +1.3% | +2.0% | +2.7% |
| 6M | -14.6% | -26.8% | +12.1% | -13.1% |
| YTD | +1.8% | +0.1% | +1.7% | +1.6% |
| 1Y | +20.7% | +11.2% | +9.5% | +19.0% |
| All | +126.1% | +96.1% | +30.0% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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