+77.6%
UMC vs GLDM
+107.1%
-29.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +11.2% | -4.6% | +15.8% | +13.1% |
| 30D | -28.0% | -5.5% | -22.6% | -26.6% |
| 3M | -20.5% | -10.9% | -9.7% | -17.3% |
| 6M | -1.6% | -17.3% | +15.8% | +5.0% |
| YTD | +99.4% | -10.2% | +109.5% | +106.4% |
| 1Y | +120.4% | -6.9% | +127.3% | +125.4% |
| 3Y | +134.2% | +98.7% | +35.6% | +79.8% |
| All | +77.6% | +107.1% | -29.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling