+108.2%
UMC vs GLDM
+104.2%
+4.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | -17.0% | +4.7% | -21.6% | -18.5% |
| 30D | -40.6% | -0.9% | -39.7% | -40.4% |
| 3M | -27.9% | -4.3% | -23.6% | -26.9% |
| 6M | -7.5% | -13.4% | +5.9% | -3.1% |
| YTD | +79.3% | -5.8% | +85.1% | +82.9% |
| 1Y | +92.8% | +2.1% | +90.7% | +91.9% |
| 3Y | +108.2% | +105.0% | +3.1% | +55.7% |
| All | +108.2% | +104.2% | +4.0% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling