+83.3%
UNH vs GLDM
+225.0%
-141.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -0.7% | +5.0% | -5.7% | -1.1% |
| 30D | +4.8% | -1.3% | +6.1% | +4.9% |
| 3M | -1.7% | -4.7% | +3.0% | -1.4% |
| 6M | +5.9% | -12.4% | +18.3% | +6.8% |
| YTD | +22.8% | -4.1% | +26.9% | +23.0% |
| 1Y | +25.9% | +3.3% | +22.6% | +25.5% |
| 3Y | -21.4% | +110.9% | -132.4% | -26.5% |
| 5Y | -6.3% | +124.8% | -131.1% | -13.2% |
| All | +83.3% | +225.0% | -141.8% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling