+206.1%
GLD vs HL
+132.4%
+73.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | -4.6% | -11.1% | +6.5% | -2.9% |
| 30D | -5.5% | -12.1% | +6.6% | -3.7% |
| 3M | -10.9% | -26.1% | +15.2% | -7.1% |
| 6M | -17.4% | -37.7% | +20.3% | -12.2% |
| YTD | -10.3% | -31.7% | +21.4% | -6.4% |
| 1Y | -7.2% | -11.6% | +4.5% | -6.7% |
| 3Y | +96.9% | +249.6% | -152.7% | +60.4% |
| 5Y | +103.8% | +108.5% | -4.8% | +71.3% |
| All | +206.1% | +132.4% | +73.8% | +137.7% |
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