-33.1%
UPS vs GLDM
+125.6%
-158.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | +1.1% | +5.0% | -3.8% | +0.7% |
| 30D | +17.3% | -1.3% | +18.6% | +17.4% |
| 3M | +7.9% | -4.7% | +12.6% | +8.2% |
| 6M | +13.7% | -12.4% | +26.1% | +14.5% |
| YTD | +17.2% | -4.1% | +21.2% | +17.6% |
| 1Y | +23.2% | +3.3% | +19.9% | +23.6% |
| 3Y | -5.9% | +110.9% | -116.8% | -12.0% |
| 5Y | -33.1% | +124.8% | -157.8% | -41.8% |
| All | -33.1% | +125.6% | -158.7% | -41.8% |
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