+214.5%
GLD vs HSY
+131.4%
+83.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.0% |
| 30D | -4.4% | +7.7% | -12.1% | -4.9% |
| 3M | -8.9% | -2.3% | -6.6% | -8.8% |
| 6M | -16.0% | -5.3% | -10.7% | -15.8% |
| YTD | -7.9% | -0.9% | -7.0% | -7.9% |
| 1Y | -3.9% | +5.2% | -9.1% | -4.3% |
| 3Y | +103.4% | +0.7% | +102.7% | +102.0% |
| 5Y | +109.7% | +12.2% | +97.5% | +105.4% |
| All | +214.5% | +131.4% | +83.1% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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