-27.6%
USAR vs GLDM
+105.8%
-133.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.8% | -10.4% | -10.2% |
| 7D | -29.5% | +1.9% | -31.4% | -30.8% |
| 30D | -46.0% | -1.7% | -44.3% | -45.1% |
| 3M | -56.8% | -3.5% | -53.2% | -55.2% |
| 6M | -72.9% | -10.1% | -62.9% | -70.2% |
| YTD | -37.6% | -5.0% | -32.6% | -32.5% |
| 1Y | -56.0% | +2.8% | -58.8% | -53.7% |
| All | -27.6% | +105.8% | -133.4% | -24.0% |
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 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