+999.7%
UMC vs IAU
+875.8%
+123.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +7.7% | +4.4% | +3.2% | +6.5% |
| 3M | +1.7% | -1.1% | +2.7% | +1.8% |
| 6M | +113.9% | -13.7% | +127.6% | +120.5% |
| YTD | +168.9% | +2.7% | +166.2% | +166.8% |
| 1Y | +207.2% | +24.6% | +182.6% | +192.7% |
| 3Y | +227.7% | +126.8% | +100.8% | +175.2% |
| 5Y | +118.0% | +139.5% | -21.4% | +80.4% |
| 10Y | +1,682.1% | +226.3% | +1,455.9% | +1,289.7% |
| All | +999.7% | +875.8% | +123.9% | +488.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 all: compounded portfolio wealth divided by compounded IAU 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…
all analysis · Full analysis span regression · 6 months rolling