+152.7%
UNP vs GLDM
+221.7%
-69.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.3% |
| 30D | +7.7% | -1.7% | +9.4% | +7.7% |
| 3M | +1.3% | -3.5% | +4.8% | +1.3% |
| 6M | +14.0% | -10.1% | +24.0% | +14.1% |
| YTD | +30.8% | -5.0% | +35.8% | +30.8% |
| 1Y | +40.0% | +2.8% | +37.2% | +40.0% |
| 3Y | +50.1% | +105.1% | -55.1% | +46.2% |
| 5Y | +39.6% | +124.3% | -84.7% | +34.8% |
| All | +152.7% | +221.7% | -69.0% | +184.2% |
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