+31.1%
UL vs GLDM
+121.8%
-90.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +1.1% | +4.7% | -3.5% | +0.6% |
| 30D | +8.2% | -0.9% | +9.1% | +8.3% |
| 3M | +4.5% | -4.3% | +8.9% | +5.0% |
| 6M | +12.6% | -13.4% | +26.0% | +14.8% |
| YTD | +3.5% | -5.8% | +9.3% | +3.2% |
| 1Y | -0.4% | +2.1% | -2.5% | -2.4% |
| 3Y | +36.0% | +105.0% | -69.0% | +15.2% |
| All | +31.1% | +121.8% | -90.7% | -1.5% |
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