+218.2%
GLD vs HL
+254.2%
-36.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +0.1% | +0.4% | -0.2% | +0.1% |
| 30D | +0.2% | +18.8% | -18.6% | -2.5% |
| 3M | +3.2% | +43.7% | -40.5% | -2.6% |
| 6M | -14.6% | -1.0% | -13.6% | -15.4% |
| YTD | +1.8% | +8.7% | -6.9% | -0.8% |
| 1Y | +20.7% | +105.0% | -84.3% | +7.5% |
| 3Y | +126.5% | +427.3% | -300.8% | +73.1% |
| 5Y | +140.0% | +249.3% | -109.2% | +87.2% |
| 10Y | +218.2% | +284.2% | -65.9% | +126.6% |
| All | +218.2% | +254.2% | -36.0% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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