+42.1%
UL vs GLDM
+219.1%
-177.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +1.1% | +4.7% | -3.5% | +0.5% |
| 30D | +8.2% | -0.9% | +9.1% | +8.3% |
| 3M | +4.5% | -4.3% | +8.9% | +5.1% |
| 6M | +12.6% | -13.4% | +26.0% | +15.1% |
| YTD | +3.5% | -5.8% | +9.3% | +3.4% |
| 1Y | -0.4% | +2.1% | -2.5% | -2.3% |
| 3Y | +36.0% | +105.0% | -69.0% | +14.0% |
| 5Y | +30.9% | +122.5% | -91.6% | +6.3% |
| All | +42.1% | +219.1% | -177.0% | +13.8% |
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