+58.7%
UAL vs GLDM
+219.1%
-160.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +8.2% | +4.7% | +3.5% | +7.8% |
| 30D | +2.3% | -0.9% | +3.2% | +2.4% |
| 3M | -12.7% | -4.3% | -8.4% | -12.4% |
| 6M | +12.7% | -13.4% | +26.1% | +13.2% |
| YTD | +0.8% | -5.8% | +6.6% | +1.7% |
| 1Y | +17.8% | +2.1% | +15.7% | +19.3% |
| 3Y | +206.7% | +105.0% | +101.7% | +226.2% |
| 5Y | +113.9% | +122.5% | -8.6% | +126.2% |
| All | +58.7% | +219.1% | -160.3% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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