+714.1%
UMC vs GLDM
+216.5%
+497.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.9% |
| 7D | -8.3% | +2.9% | -11.2% | -9.3% |
| 30D | -34.5% | -3.9% | -30.6% | -33.6% |
| 3M | -20.0% | -8.1% | -11.8% | -17.9% |
| 6M | -0.7% | -14.7% | +13.9% | +4.0% |
| YTD | +94.7% | -6.6% | +101.3% | +98.6% |
| 1Y | +106.0% | -2.1% | +108.0% | +107.2% |
| 3Y | +124.3% | +107.7% | +16.6% | +80.6% |
| 5Y | +78.0% | +116.5% | -38.5% | +39.1% |
| All | +714.1% | +216.5% | +497.6% | +516.8% |
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