-2.4%
GLD vs HL
-1.6%
-0.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -0.5% |
| 7D | +2.8% | +8.2% | -5.4% | +0.2% |
| 30D | -4.0% | -16.3% | +12.3% | +0.7% |
| 3M | -8.2% | -18.6% | +10.3% | -3.5% |
| 6M | -14.8% | -23.2% | +8.3% | -10.4% |
| YTD | -6.8% | -25.5% | +18.7% | -0.1% |
| 1Y | -2.4% | -4.8% | +2.4% | +1.5% |
| All | -2.4% | -1.6% | -0.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling