+739.4%
GLD vs HAL
+134.5%
+604.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -12.0% | +16.7% | +5.4% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | -4.4% | -1.6% | -2.8% | -4.4% |
| 6M | -13.6% | -20.5% | +6.9% | -12.6% |
| YTD | -6.0% | +14.2% | -20.2% | -6.9% |
| 1Y | +1.8% | +18.9% | -17.1% | +0.5% |
| 3Y | +103.2% | -13.7% | +116.9% | +103.0% |
| 5Y | +119.3% | +42.2% | +77.2% | +111.0% |
| 10Y | +199.5% | -16.7% | +216.2% | +189.6% |
| All | +739.4% | +134.5% | +604.9% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling