-21.4%
USAR vs GLDM
+106.1%
-127.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.6% | -7.0% | -7.3% |
| 7D | -9.1% | +2.9% | -11.9% | -11.4% |
| 30D | -36.9% | -3.9% | -33.0% | -34.5% |
| 3M | -58.4% | -8.1% | -50.3% | -55.1% |
| 6M | -70.6% | -14.7% | -55.9% | -66.4% |
| YTD | -33.4% | -6.6% | -26.9% | -26.8% |
| 1Y | -54.0% | -2.1% | -52.0% | -50.3% |
| 3Y | -22.7% | +107.7% | -130.3% | -17.5% |
| All | -21.4% | +106.1% | -127.5% | -16.1% |
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