+41.8%
UPS vs GLDM
+216.5%
-174.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | +1.7% | +2.9% | -1.1% | +1.6% |
| 30D | +17.4% | -3.9% | +21.3% | +17.6% |
| 3M | +7.7% | -8.1% | +15.9% | +8.1% |
| 6M | +13.8% | -14.7% | +28.5% | +14.1% |
| YTD | +17.3% | -6.6% | +23.9% | +17.9% |
| 1Y | +27.2% | -2.1% | +29.2% | +28.0% |
| 3Y | -5.6% | +107.7% | -113.3% | -5.3% |
| 5Y | -33.5% | +116.5% | -150.0% | -33.9% |
| All | +41.8% | +216.5% | -174.7% | +67.9% |
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