+816.6%
GLD vs HD
+1,194.9%
-378.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.8% |
| 7D | -0.5% | -2.1% | +1.5% | -0.5% |
| 30D | +4.4% | -8.4% | +12.8% | +4.3% |
| 3M | -1.1% | +4.3% | -5.4% | -1.1% |
| 6M | -13.8% | -11.1% | -2.7% | -13.9% |
| YTD | +2.6% | -4.7% | +7.3% | +2.6% |
| 1Y | +24.5% | -19.8% | +44.3% | +24.2% |
| 3Y | +125.8% | +4.1% | +121.7% | +126.2% |
| 5Y | +137.8% | +10.3% | +127.5% | +138.5% |
| 10Y | +221.4% | +203.2% | +18.2% | +237.0% |
| All | +816.6% | +1,194.9% | -378.3% | +917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling