+816.6%
GLD vs HL
+237.1%
+579.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +4.4% | +25.1% | -20.7% | +0.5% |
| 3M | -1.1% | +22.9% | -24.0% | -4.8% |
| 6M | -13.8% | -4.9% | -8.9% | -14.0% |
| YTD | +2.6% | +7.8% | -5.2% | -0.2% |
| 1Y | +24.5% | +133.9% | -109.4% | +6.3% |
| 3Y | +125.8% | +380.9% | -255.1% | +65.6% |
| 5Y | +137.8% | +230.2% | -92.4% | +77.7% |
| 10Y | +221.4% | +265.6% | -44.2% | +103.7% |
| All | +816.6% | +237.1% | +579.4% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling