+146.1%
UNP vs GLDM
+219.1%
-73.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | -4.6% | +4.7% | -9.2% | -4.6% |
| 30D | +5.6% | -0.9% | +6.5% | +5.6% |
| 3M | -1.3% | -4.3% | +3.0% | -1.3% |
| 6M | +9.2% | -13.4% | +22.6% | +9.5% |
| YTD | +27.3% | -5.8% | +33.1% | +27.4% |
| 1Y | +35.9% | +2.1% | +33.9% | +35.9% |
| 3Y | +45.5% | +105.0% | -59.6% | +41.7% |
| 5Y | +36.0% | +122.5% | -86.5% | +31.3% |
| All | +146.1% | +219.1% | -73.0% | +176.8% |
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 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