+205.0%
GLD vs HD
+257.8%
-52.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.7% |
| 7D | +4.7% | +4.3% | +0.4% | +4.4% |
| 30D | -0.9% | +20.2% | -21.1% | -2.1% |
| 3M | -4.4% | -1.0% | -3.4% | -4.4% |
| 6M | -13.6% | +7.9% | -21.5% | -14.0% |
| YTD | -6.0% | +2.0% | -8.0% | -6.3% |
| 1Y | +1.8% | -4.3% | +6.1% | +1.7% |
| 3Y | +103.2% | +25.9% | +77.2% | +99.7% |
| 5Y | +119.3% | +5.8% | +113.5% | +116.5% |
| All | +205.0% | +257.8% | -52.9% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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