-34.5%
UPS vs GLDM
+121.8%
-156.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | 0.0% | +4.7% | -4.6% | -0.4% |
| 30D | +17.3% | -0.9% | +18.2% | +17.4% |
| 3M | +6.6% | -4.3% | +10.9% | +7.0% |
| 6M | +12.0% | -13.4% | +25.4% | +12.9% |
| YTD | +14.4% | -5.8% | +20.2% | +15.0% |
| 1Y | +23.3% | +2.1% | +21.2% | +23.9% |
| 3Y | -9.6% | +105.0% | -114.6% | -15.4% |
| All | -34.5% | +121.8% | -156.2% | -42.8% |
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