+65.5%
UBER vs GLDM
+215.4%
-150.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +4.6% | +1.9% | +2.7% | +4.2% |
| 30D | -0.4% | -1.7% | +1.3% | -0.1% |
| 3M | +0.9% | -3.5% | +4.4% | +1.6% |
| 6M | -5.7% | -10.1% | +4.3% | -3.6% |
| YTD | -15.8% | -5.0% | -10.8% | -16.2% |
| 1Y | -25.8% | +2.8% | -28.6% | -28.0% |
| 3Y | +44.0% | +105.1% | -61.1% | +11.4% |
| 5Y | +45.8% | +124.3% | -78.5% | +7.5% |
| All | +65.5% | +215.4% | -150.0% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling