+151.9%
UNP vs GLDM
+225.0%
-73.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.3% |
| 7D | -3.3% | +5.0% | -8.2% | -3.3% |
| 30D | +6.7% | -1.3% | +8.0% | +6.7% |
| 3M | +1.8% | -4.7% | +6.5% | +1.8% |
| 6M | +13.3% | -12.4% | +25.7% | +13.5% |
| YTD | +30.3% | -4.1% | +34.4% | +30.4% |
| 1Y | +36.9% | +3.3% | +33.6% | +36.9% |
| 3Y | +50.9% | +110.9% | -60.0% | +47.0% |
| 5Y | +37.9% | +124.8% | -86.8% | +33.0% |
| All | +151.9% | +225.0% | -73.1% | +183.3% |
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