+339.5%
GLD vs HBM
+613.3%
-273.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -6.4% | +5.8% | 0.0% |
| 30D | +4.4% | +5.9% | -1.5% | +3.9% |
| 3M | -1.1% | -8.9% | +7.8% | -0.6% |
| 6M | -13.8% | +10.7% | -24.5% | -14.9% |
| YTD | +2.6% | +38.3% | -35.6% | -0.3% |
| 1Y | +24.5% | +121.3% | -96.8% | +17.1% |
| 3Y | +125.8% | +450.6% | -324.7% | +98.0% |
| 5Y | +137.8% | +338.0% | -200.2% | +107.5% |
| 10Y | +221.4% | +578.6% | -357.2% | +159.5% |
| All | +339.5% | +613.3% | -273.8% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling