+113.9%
UMC vs GLDM
-14.2%
+128.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | +7.7% | +4.4% | +3.3% | +4.6% |
| 3M | +1.7% | -1.1% | +2.7% | +3.3% |
| 6M | +113.9% | -13.7% | +127.6% | +132.8% |
| All | +113.9% | -14.2% | +128.1% | +132.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling