+203.4%
URI vs GLDM
+143.3%
+60.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -12.9% | +4.4% | -17.3% | -13.3% |
| 3M | -6.7% | -1.1% | -5.7% | -6.7% |
| 6M | +19.0% | -13.7% | +32.7% | +20.4% |
| YTD | +25.5% | +2.8% | +22.8% | +24.7% |
| 1Y | +5.5% | +24.8% | -19.3% | +3.7% |
| 3Y | +111.3% | +127.8% | -16.5% | +90.1% |
| All | +203.4% | +143.3% | +60.1% | +157.0% |
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