+38.3%
UPS vs GLDM
+219.1%
-180.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | 0.0% | +4.7% | -4.6% | -0.2% |
| 30D | +17.3% | -0.9% | +18.2% | +17.3% |
| 3M | +6.6% | -4.3% | +10.9% | +6.8% |
| 6M | +12.0% | -13.4% | +25.4% | +12.3% |
| YTD | +14.4% | -5.8% | +20.2% | +14.9% |
| 1Y | +23.3% | +2.1% | +21.2% | +24.1% |
| 3Y | -9.6% | +105.0% | -114.6% | -9.4% |
| 5Y | -34.1% | +122.5% | -156.6% | -34.5% |
| All | +38.3% | +219.1% | -180.8% | +63.7% |
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