-33.7%
UPS vs GLDM
+143.3%
-177.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -3.5% | +4.4% | -7.9% | -3.8% |
| 3M | -5.7% | -1.1% | -4.7% | -5.9% |
| 6M | -4.4% | -13.7% | +9.3% | -4.2% |
| YTD | +8.0% | +2.8% | +5.3% | +8.0% |
| 1Y | +29.0% | +24.8% | +4.2% | +28.5% |
| 3Y | -27.7% | +127.8% | -155.5% | -31.4% |
| All | -33.7% | +143.3% | -177.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling