+213.3%
GLD vs HSY
+122.8%
+90.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.7% | -1.6% | +2.3% | +0.8% |
| 30D | +0.3% | -4.2% | +4.5% | +0.6% |
| 3M | +0.6% | -0.7% | +1.3% | +0.6% |
| 6M | -15.6% | -21.8% | +6.2% | -14.4% |
| YTD | +0.9% | -2.7% | +3.5% | +0.9% |
| 1Y | +19.4% | -4.8% | +24.2% | +19.6% |
| 3Y | +124.5% | -9.4% | +133.8% | +124.7% |
| 5Y | +138.9% | +11.3% | +127.7% | +134.1% |
| 10Y | +213.3% | +125.0% | +88.3% | +199.0% |
| All | +213.3% | +122.8% | +90.4% | +199.0% |
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