+30.6%
UPS vs GLDM
+248.1%
-217.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -3.5% | +4.4% | -7.9% | -3.7% |
| 3M | -5.7% | -1.1% | -4.7% | -5.9% |
| 6M | -4.4% | -13.7% | +9.3% | -4.5% |
| YTD | +8.0% | +2.8% | +5.3% | +8.2% |
| 1Y | +29.0% | +24.8% | +4.2% | +29.6% |
| 3Y | -27.7% | +127.8% | -155.5% | -27.7% |
| 5Y | -34.3% | +141.1% | -175.5% | -34.9% |
| All | +30.6% | +248.1% | -217.5% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling