+208.4%
GLD vs HL
+110.9%
+97.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -1.6% |
| 7D | +2.8% | +8.2% | -5.4% | +1.5% |
| 30D | -4.0% | -16.3% | +12.3% | -1.5% |
| 3M | -8.2% | -18.6% | +10.3% | -5.7% |
| 6M | -14.8% | -23.2% | +8.3% | -12.3% |
| YTD | -6.8% | -25.5% | +18.7% | -4.1% |
| 1Y | -2.4% | -4.8% | +2.4% | -3.1% |
| 3Y | +105.8% | +281.4% | -175.6% | +65.3% |
| 5Y | +113.3% | +137.8% | -24.5% | +76.0% |
| 10Y | +208.4% | +135.5% | +73.0% | +139.4% |
| All | +208.4% | +110.9% | +97.6% | +139.4% |
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