-18.3%
USAR vs GLDM
+107.8%
-126.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.7% | +11.5% |
| 7D | -14.5% | +4.7% | -19.2% | -18.2% |
| 30D | -37.8% | -0.9% | -37.0% | -37.3% |
| 3M | -52.8% | -4.3% | -48.4% | -50.8% |
| 6M | -71.2% | -13.4% | -57.8% | -67.6% |
| YTD | -30.9% | -5.8% | -25.1% | -24.7% |
| 1Y | -48.0% | +2.1% | -50.1% | -44.9% |
| 3Y | -19.7% | +105.0% | -124.7% | -15.2% |
| All | -18.3% | +107.8% | -126.2% | -13.8% |
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 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