+26.1%
USB vs GLDM
+125.5%
-99.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.9% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +6.6% | -1.9% | +8.4% | +6.5% |
| 3M | -4.1% | -0.4% | -3.7% | -4.1% |
| 6M | +12.5% | -10.1% | +22.5% | +12.5% |
| YTD | +17.6% | -5.8% | +23.5% | +18.2% |
| 1Y | +36.5% | +3.1% | +33.4% | +38.1% |
| 3Y | +95.4% | +103.4% | -8.0% | +106.1% |
| 5Y | +26.1% | +125.5% | -99.4% | +30.0% |
| All | +26.1% | +125.5% | -99.4% | +30.0% |
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 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