+52.2%
UNP vs GLDM
+143.3%
-91.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -1.5% | +4.4% | -6.0% | -1.7% |
| 3M | +10.3% | -1.1% | +11.3% | +10.4% |
| 6M | +9.7% | -13.7% | +23.3% | +10.7% |
| YTD | +27.1% | +2.8% | +24.3% | +26.4% |
| 1Y | +32.6% | +24.8% | +7.7% | +29.6% |
| 3Y | +40.0% | +127.8% | -87.8% | +20.8% |
| All | +52.2% | +143.3% | -91.1% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling