+20.7%
GLD vs HBM
+117.5%
-96.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +0.1% | +5.5% | -5.4% | -1.6% |
| 30D | +0.2% | +3.3% | -3.1% | -1.0% |
| 3M | +3.2% | +12.7% | -9.4% | -1.6% |
| 6M | -14.6% | +28.2% | -42.8% | -24.0% |
| YTD | +1.8% | +45.3% | -43.5% | -11.4% |
| 1Y | +20.7% | +121.7% | -101.0% | -0.8% |
| All | +20.7% | +117.5% | -96.8% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling