+105.0%
GLDM vs UUUU
-18.4%
+123.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +4.7% | -13.6% | +18.3% | +6.2% |
| 30D | -0.9% | -35.1% | +34.2% | +3.5% |
| 3M | -4.3% | -48.4% | +44.1% | +2.1% |
| 6M | -13.4% | -71.7% | +58.3% | -2.8% |
| YTD | -5.8% | -54.2% | +48.4% | +1.7% |
| 1Y | +2.1% | -56.0% | +58.0% | +10.1% |
| 3Y | +105.0% | -13.1% | +118.1% | +104.2% |
| All | +105.0% | -18.4% | +123.4% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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