+214.9%
UAL vs GLDM
+104.1%
+110.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.7% | +4.3% | +7.1% |
| 7D | +11.9% | -0.3% | +12.2% | +11.9% |
| 30D | +5.2% | -1.9% | +7.1% | +5.6% |
| 3M | -12.7% | -0.4% | -12.3% | -12.6% |
| 6M | +28.5% | -10.1% | +38.6% | +30.9% |
| YTD | +3.5% | -5.8% | +9.4% | +5.3% |
| 1Y | +27.5% | +3.1% | +24.4% | +29.3% |
| All | +214.9% | +104.1% | +110.8% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling