-19.9%
USAR vs GLDM
+98.0%
-117.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | 0.0% |
| 7D | +8.8% | -5.5% | +14.3% | +14.3% |
| 30D | -28.5% | -7.0% | -21.5% | -23.7% |
| 3M | -56.2% | -12.3% | -43.9% | -50.8% |
| 6M | -68.4% | -17.9% | -50.5% | -62.7% |
| YTD | -32.2% | -10.3% | -21.9% | -22.9% |
| 1Y | -52.3% | -7.8% | -44.5% | -46.3% |
| 3Y | -21.2% | +99.5% | -120.7% | -13.1% |
| All | -19.9% | +98.0% | -117.8% | -11.6% |
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