+528.3%
GLD vs UUUU
-92.0%
+620.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -0.5% | -1.4% | +0.8% | -0.5% |
| 30D | +4.4% | +16.3% | -11.9% | +3.9% |
| 3M | -1.1% | -16.7% | +15.6% | -0.7% |
| 6M | -13.8% | -33.7% | +19.9% | -13.0% |
| YTD | +2.6% | -0.5% | +3.1% | +2.3% |
| 1Y | +24.5% | +28.9% | -4.3% | +22.9% |
| 3Y | +125.8% | +99.9% | +26.0% | +118.4% |
| 5Y | +137.8% | +135.3% | +2.5% | +126.9% |
| 10Y | +221.4% | +518.4% | -297.0% | +193.0% |
| All | +528.3% | -92.0% | +620.3% | +510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling