+219.3%
GLDM vs URA
+224.3%
-5.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.7% | +3.8% |
| 7D | -0.3% | -10.5% | +10.3% | +1.4% |
| 30D | -1.9% | -18.6% | +16.8% | +1.1% |
| 3M | -0.4% | -23.0% | +22.6% | +3.3% |
| 6M | -10.1% | -40.3% | +30.2% | -3.7% |
| YTD | -5.8% | -23.5% | +17.6% | -2.0% |
| 1Y | +3.1% | -31.1% | +34.2% | +8.3% |
| 3Y | +103.4% | +38.3% | +65.1% | +96.5% |
| 5Y | +125.5% | +34.6% | +90.9% | +115.1% |
| All | +219.3% | +224.3% | -5.0% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling