+66.8%
USB vs GLDM
+221.7%
-154.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.0% |
| 7D | -1.5% | +1.9% | -3.4% | -1.4% |
| 30D | +4.3% | -1.7% | +6.0% | +4.2% |
| 3M | -6.1% | -3.5% | -2.5% | -6.3% |
| 6M | +9.4% | -10.1% | +19.5% | +8.6% |
| YTD | +15.2% | -5.0% | +20.2% | +15.6% |
| 1Y | +32.8% | +2.8% | +30.0% | +34.8% |
| 3Y | +91.3% | +105.1% | -13.8% | +116.4% |
| 5Y | +22.7% | +124.3% | -101.6% | +40.3% |
| All | +66.8% | +221.7% | -154.9% | +112.8% |
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 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