+122.5%
UMC vs GLDM
+143.3%
-20.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | +7.7% | +4.4% | +3.3% | +5.8% |
| 3M | +1.7% | -1.1% | +2.7% | +1.8% |
| 6M | +113.9% | -13.7% | +127.6% | +123.5% |
| YTD | +168.9% | +2.8% | +166.1% | +165.5% |
| 1Y | +207.2% | +24.8% | +182.4% | +185.4% |
| 3Y | +227.7% | +127.8% | +99.9% | +145.5% |
| All | +122.5% | +143.3% | -20.8% | +53.3% |
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