+109.6%
UAL vs GLDM
+126.2%
-16.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.7% |
| 7D | +5.0% | +1.9% | +3.1% | +4.7% |
| 30D | -1.2% | -1.7% | +0.5% | -1.1% |
| 3M | -16.8% | -3.5% | -13.2% | -16.5% |
| 6M | +18.0% | -10.1% | +28.0% | +18.7% |
| YTD | -1.2% | -5.0% | +3.9% | +0.2% |
| 1Y | +14.3% | +2.8% | +11.5% | +16.6% |
| 3Y | +194.6% | +105.1% | +89.5% | +231.4% |
| 5Y | +109.6% | +124.3% | -14.7% | +123.9% |
| All | +109.6% | +126.2% | -16.6% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling