+219.4%
GLDM vs URA
+220.7%
-1.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.4% |
| 7D | +4.7% | -4.1% | +8.8% | +5.2% |
| 30D | -0.9% | -19.0% | +18.1% | +2.1% |
| 3M | -4.3% | -25.1% | +20.8% | -0.4% |
| 6M | -13.4% | -44.5% | +31.1% | -6.4% |
| YTD | -5.8% | -24.3% | +18.5% | -1.8% |
| 1Y | +2.1% | -28.1% | +30.2% | +6.8% |
| 3Y | +105.0% | +40.7% | +64.4% | +97.8% |
| 5Y | +122.5% | +35.5% | +87.0% | +112.1% |
| All | +219.4% | +220.7% | -1.3% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling