+145.6%
UNP vs GLDM
+248.1%
-102.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +10.3% | -1.1% | +11.3% | +10.3% |
| 6M | +9.7% | -13.7% | +23.3% | +9.9% |
| YTD | +27.1% | +2.8% | +24.3% | +27.1% |
| 1Y | +32.6% | +24.8% | +7.7% | +32.4% |
| 3Y | +40.0% | +127.8% | -87.8% | +36.2% |
| 5Y | +50.8% | +141.1% | -90.3% | +45.5% |
| All | +145.6% | +248.1% | -102.5% | +176.1% |
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