+96.6%
GLD vs HAL
-8.6%
+105.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +2.6% | -8.1% | -5.5% |
| 30D | -7.0% | -0.1% | -6.9% | -7.1% |
| 3M | -12.4% | -1.1% | -11.2% | -12.4% |
| 6M | -18.0% | -20.7% | +2.7% | -17.6% |
| YTD | -10.5% | +17.5% | -28.0% | -10.8% |
| 1Y | -8.1% | +24.1% | -32.2% | -8.5% |
| All | +96.6% | -8.6% | +105.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 3y: compounded portfolio wealth divided by compounded HAL 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…
3y analysis · Full analysis span regression · 6 months rolling