+206.1%
GLD vs HD
+241.0%
-34.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +1.5% | -6.1% | -4.7% |
| 30D | -5.5% | +18.0% | -23.5% | -6.5% |
| 3M | -10.9% | +2.8% | -13.7% | -11.1% |
| 6M | -17.4% | +17.0% | -34.4% | -18.3% |
| YTD | -10.3% | +3.5% | -13.8% | -10.7% |
| 1Y | -7.2% | -2.6% | -4.6% | -7.3% |
| 3Y | +96.9% | +30.7% | +66.2% | +93.1% |
| 5Y | +103.8% | +6.2% | +97.5% | +101.0% |
| All | +206.1% | +241.0% | -34.9% | +201.2% |
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