+138.9%
GLD vs HBM
+369.7%
-230.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.5% | -2.6% |
| 7D | +0.7% | +7.3% | -6.6% | -0.4% |
| 30D | +0.3% | +5.0% | -4.7% | -0.5% |
| 3M | +0.6% | +11.1% | -10.5% | -1.5% |
| 6M | -15.6% | +30.2% | -45.8% | -19.7% |
| YTD | +0.9% | +46.2% | -45.3% | -5.1% |
| 1Y | +19.4% | +120.0% | -100.6% | +7.3% |
| 3Y | +124.5% | +527.3% | -402.8% | +78.8% |
| 5Y | +138.9% | +400.3% | -261.3% | +90.1% |
| All | +138.9% | +369.7% | -230.8% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling