+103.6%
GLDM vs UMAC
+197.5%
-93.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -1.0% |
| 7D | +4.7% | -23.4% | +28.0% | +5.1% |
| 30D | -0.9% | -45.6% | +44.7% | +0.1% |
| 3M | -4.3% | -50.9% | +46.6% | -3.4% |
| 6M | -13.4% | -16.5% | +3.2% | -13.5% |
| YTD | -5.8% | -6.6% | +0.8% | -6.1% |
| 1Y | +2.1% | +10.7% | -8.6% | +1.7% |
| All | +103.6% | +197.5% | -93.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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