+643.5%
URI vs GLDM
+219.1%
+424.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -9.8% | +4.7% | -14.4% | -10.0% |
| 30D | +1.7% | -0.9% | +2.6% | +1.8% |
| 3M | -9.1% | -4.3% | -4.7% | -8.8% |
| 6M | +9.9% | -13.4% | +23.3% | +10.7% |
| YTD | +31.2% | -5.8% | +37.0% | +31.5% |
| 1Y | +25.9% | +2.1% | +23.9% | +26.0% |
| 3Y | +147.4% | +105.0% | +42.4% | +140.8% |
| 5Y | +179.7% | +122.5% | +57.3% | +167.8% |
| All | +643.5% | +219.1% | +424.4% | +727.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling