+739.4%
GLD vs HSY
+481.5%
+257.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +4.7% | +7.5% | -2.8% | +4.5% |
| 30D | -0.9% | +11.1% | -12.0% | -1.2% |
| 3M | -4.4% | -1.9% | -2.5% | -4.4% |
| 6M | -13.6% | -3.0% | -10.6% | -13.5% |
| YTD | -6.0% | 0.0% | -6.0% | -6.0% |
| 1Y | +1.8% | +9.4% | -7.7% | +1.5% |
| 3Y | +103.2% | +3.8% | +99.4% | +102.5% |
| 5Y | +119.3% | +15.2% | +104.2% | +117.9% |
| 10Y | +199.5% | +126.9% | +72.6% | +196.5% |
| All | +739.4% | +481.5% | +257.9% | +754.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling