+73.0%
USAR vs GLDM
+128.8%
-55.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | -2.1% | -0.5% | -1.6% | -1.7% |
| 30D | +2.6% | +4.4% | -1.8% | -0.7% |
| 3M | -35.0% | -1.1% | -34.0% | -34.1% |
| 6M | -6.9% | -13.7% | +6.8% | +3.7% |
| YTD | +48.0% | +2.8% | +45.2% | +49.7% |
| 1Y | +24.8% | +24.8% | 0.0% | +23.8% |
| All | +73.0% | +128.8% | -55.8% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling