+208.4%
GLD vs HBM
+301.8%
-93.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.5% |
| 30D | -4.0% | -16.0% | +12.0% | -2.5% |
| 3M | -8.2% | -21.3% | +13.1% | -6.4% |
| 6M | -14.8% | -12.2% | -2.6% | -14.3% |
| YTD | -6.8% | +10.7% | -17.5% | -7.8% |
| 1Y | -2.4% | +30.3% | -32.7% | -4.5% |
| 3Y | +105.8% | +432.2% | -326.5% | +83.6% |
| 5Y | +113.3% | +218.8% | -105.5% | +91.9% |
| 10Y | +208.4% | +281.4% | -72.9% | +173.9% |
| All | +208.4% | +301.8% | -93.3% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling