+816.6%
GLD vs HAL
+173.0%
+643.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | +2.9% | -3.5% | -0.7% |
| 30D | +4.4% | +17.0% | -12.6% | +3.5% |
| 3M | -1.1% | -9.7% | +8.6% | -0.6% |
| 6M | -13.8% | +8.6% | -22.4% | -14.3% |
| YTD | +2.6% | +33.0% | -30.3% | +0.9% |
| 1Y | +24.5% | +68.3% | -43.8% | +20.6% |
| 3Y | +125.8% | +0.1% | +125.7% | +123.9% |
| 5Y | +137.8% | +102.6% | +35.2% | +124.3% |
| 10Y | +221.4% | +3.8% | +217.6% | +206.4% |
| All | +816.6% | +173.0% | +643.5% | +660.8% |
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