+81.9%
UNH vs GLDM
+248.1%
-166.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -3.8% | +4.4% | -8.2% | -4.1% |
| 3M | +0.7% | -1.1% | +1.8% | +0.7% |
| 6M | +37.9% | -13.7% | +51.5% | +39.2% |
| YTD | +21.9% | +2.8% | +19.2% | +21.5% |
| 1Y | +31.4% | +24.8% | +6.5% | +29.3% |
| 3Y | -11.4% | +127.8% | -139.2% | -17.6% |
| 5Y | +2.5% | +141.1% | -138.6% | -5.5% |
| All | +81.9% | +248.1% | -166.2% | +76.0% |
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