+41.8%
UPS vs GLDM
+221.7%
-179.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.9% |
| 7D | +3.5% | +1.9% | +1.6% | +3.3% |
| 30D | +19.3% | -1.7% | +20.9% | +19.3% |
| 3M | +4.7% | -3.5% | +8.3% | +4.9% |
| 6M | +17.0% | -10.1% | +27.0% | +17.1% |
| YTD | +17.3% | -5.0% | +22.3% | +17.8% |
| 1Y | +27.4% | +2.8% | +24.6% | +28.2% |
| 3Y | -7.7% | +105.1% | -112.8% | -7.5% |
| 5Y | -32.4% | +124.3% | -156.7% | -32.8% |
| All | +41.8% | +221.7% | -179.9% | +67.8% |
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 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