+102.3%
GLD vs UUUU
-12.8%
+115.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.4% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | -4.4% | -28.3% | +23.8% | -1.3% |
| 3M | -8.9% | -53.1% | +44.2% | -1.9% |
| 6M | -16.0% | -68.6% | +52.6% | -6.6% |
| YTD | -7.9% | -52.3% | +44.5% | -1.0% |
| 1Y | -3.9% | -55.8% | +51.9% | +3.5% |
| All | +102.3% | -12.8% | +115.1% | +99.0% |
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