+212.2%
GLD vs HD
+272.9%
-60.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.7% |
| 7D | +4.9% | +3.6% | +1.3% | +4.7% |
| 30D | -1.3% | +21.6% | -22.9% | -2.5% |
| 3M | -4.8% | +0.1% | -4.9% | -4.9% |
| 6M | -12.5% | +13.0% | -25.5% | -13.2% |
| YTD | -4.2% | +4.9% | -9.2% | -4.7% |
| 1Y | +3.0% | -2.1% | +5.1% | +2.9% |
| 3Y | +109.1% | +32.6% | +76.5% | +104.9% |
| 5Y | +121.6% | +8.2% | +113.3% | +118.4% |
| 10Y | +212.2% | +257.9% | -45.7% | +210.9% |
| All | +212.2% | +272.9% | -60.7% | +210.9% |
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