+706.0%
UMC vs GLDM
+225.0%
+480.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.9% |
| 7D | -9.2% | +5.0% | -14.1% | -10.7% |
| 30D | -35.1% | -1.3% | -33.8% | -34.9% |
| 3M | -20.5% | -4.7% | -15.8% | -19.3% |
| 6M | -1.7% | -12.4% | +10.6% | +2.1% |
| YTD | +92.8% | -4.1% | +96.8% | +95.0% |
| 1Y | +104.5% | +3.3% | +101.1% | +102.4% |
| 3Y | +129.8% | +110.9% | +18.9% | +84.1% |
| 5Y | +74.0% | +124.8% | -50.8% | +34.6% |
| All | +706.0% | +225.0% | +480.9% | +505.5% |
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 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