+124.3%
GLDM vs URA
+27.0%
+97.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.7% |
| 7D | +1.9% | -13.3% | +15.2% | +4.3% |
| 30D | -1.7% | -25.9% | +24.2% | +3.3% |
| 3M | -3.5% | -27.8% | +24.2% | +1.7% |
| 6M | -10.1% | -42.8% | +32.8% | -1.9% |
| YTD | -5.0% | -27.5% | +22.4% | +0.6% |
| 1Y | +2.8% | -35.1% | +37.9% | +10.0% |
| 3Y | +105.1% | +31.1% | +74.0% | +100.2% |
| 5Y | +124.3% | +29.8% | +94.5% | +113.6% |
| All | +124.3% | +27.0% | +97.3% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling