+118.6%
GLD vs HAL
+41.5%
+77.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -12.0% | +16.7% | +5.3% |
| 30D | -0.9% | +0.3% | -1.2% | -1.0% |
| 3M | -4.4% | -1.6% | -2.8% | -4.4% |
| 6M | -13.6% | -20.5% | +6.9% | -12.7% |
| YTD | -6.0% | +14.2% | -20.2% | -6.8% |
| 1Y | +1.8% | +18.9% | -17.1% | +0.7% |
| 3Y | +103.2% | -13.7% | +116.9% | +104.7% |
| All | +118.6% | +41.5% | +77.1% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling