+109.1%
GLD vs HL
+289.7%
-180.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.7% | +0.9% |
| 7D | +4.9% | +13.8% | -8.9% | +1.8% |
| 30D | -1.3% | -9.7% | +8.4% | +0.6% |
| 3M | -4.8% | -8.5% | +3.8% | -3.5% |
| 6M | -12.5% | -17.2% | +4.7% | -10.4% |
| YTD | -4.2% | -19.6% | +15.4% | -1.8% |
| 1Y | +3.0% | +11.1% | -8.1% | -0.5% |
| 3Y | +109.1% | +299.7% | -190.6% | +56.9% |
| All | +109.1% | +289.7% | -180.6% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling