-1.2%
GLDM vs URA
-32.0%
+30.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -2.2% |
| 7D | +4.7% | -4.1% | +8.8% | +5.9% |
| 30D | -0.9% | -19.0% | +18.1% | +5.9% |
| 3M | -4.3% | -25.1% | +20.8% | +4.5% |
| 6M | -13.4% | -44.5% | +31.1% | +3.3% |
| YTD | -5.8% | -24.3% | +18.5% | +8.3% |
| All | -1.2% | -32.0% | +30.8% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling