+92.8%
UMC vs GLDM
+1.8%
+91.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | -17.0% | +4.7% | -21.6% | -18.8% |
| 30D | -40.6% | -0.9% | -39.7% | -40.3% |
| 3M | -27.9% | -4.3% | -23.6% | -26.8% |
| 6M | -7.5% | -13.4% | +5.9% | -2.1% |
| YTD | +79.3% | -5.8% | +85.1% | +84.1% |
| 1Y | +92.8% | +2.1% | +90.7% | +95.5% |
| All | +92.8% | +1.8% | +91.0% | +95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling