+104.8%
GLD vs HD
+28.2%
+76.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | +1.9% | +6.4% | -4.5% | +1.2% |
| 30D | -1.8% | +22.1% | -23.8% | -3.8% |
| 3M | -3.6% | -0.2% | -3.5% | -3.8% |
| 6M | -10.2% | +12.6% | -22.8% | -11.4% |
| YTD | -5.3% | +3.9% | -9.2% | -6.0% |
| 1Y | +2.5% | -3.7% | +6.2% | +2.0% |
| All | +104.8% | +28.2% | +76.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling