+38.2%
UL vs GLDM
+248.1%
-209.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +0.5% | +4.4% | -3.9% | -0.3% |
| 3M | +17.6% | -1.1% | +18.7% | +17.7% |
| 6M | -5.4% | -13.7% | +8.3% | -2.8% |
| YTD | +0.7% | +2.8% | -2.1% | -0.7% |
| 1Y | -9.3% | +24.8% | -34.1% | -14.5% |
| 3Y | +24.5% | +127.8% | -103.3% | +2.6% |
| 5Y | +23.2% | +141.1% | -117.9% | -1.1% |
| All | +38.2% | +248.1% | -209.9% | +9.2% |
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