+81.7%
UNH vs GLDM
+219.1%
-137.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.2% | +4.7% | -7.8% | -3.5% |
| 30D | +4.8% | -0.9% | +5.7% | +4.9% |
| 3M | -1.8% | -4.3% | +2.5% | -1.6% |
| 6M | +8.6% | -13.4% | +22.0% | +9.6% |
| YTD | +21.8% | -5.8% | +27.6% | +22.1% |
| 1Y | +25.8% | +2.1% | +23.8% | +25.5% |
| 3Y | -21.3% | +105.0% | -126.3% | -26.2% |
| 5Y | -5.3% | +122.5% | -127.8% | -12.3% |
| All | +81.7% | +219.1% | -137.4% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling