+43.5%
UPS vs GLDM
+204.4%
-160.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | -4.6% | +8.4% | +4.0% |
| 30D | +17.4% | -5.5% | +22.8% | +17.6% |
| 3M | +8.2% | -10.9% | +19.1% | +8.7% |
| 6M | +17.9% | -17.3% | +35.3% | +18.5% |
| YTD | +18.7% | -10.2% | +28.9% | +19.5% |
| 1Y | +24.8% | -6.9% | +31.8% | +25.8% |
| 3Y | -4.5% | +98.7% | -103.2% | -4.0% |
| 5Y | -33.2% | +106.7% | -140.0% | -33.5% |
| All | +43.5% | +204.4% | -160.8% | +70.3% |
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 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