+75.2%
USB vs GLDM
+248.1%
-172.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.4% |
| 30D | -1.3% | +4.4% | -5.7% | -1.0% |
| 3M | +15.2% | -1.1% | +16.3% | +15.2% |
| 6M | +18.8% | -13.7% | +32.5% | +17.3% |
| YTD | +21.0% | +2.8% | +18.2% | +22.2% |
| 1Y | +34.0% | +24.8% | +9.2% | +39.4% |
| 3Y | +95.3% | +127.8% | -32.5% | +123.5% |
| 5Y | +40.4% | +141.1% | -100.8% | +61.3% |
| All | +75.2% | +248.1% | -172.9% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling