+755.2%
GLD vs HSY
+466.4%
+288.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +1.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.9% |
| 30D | -1.3% | +6.6% | -7.9% | -1.5% |
| 3M | -4.8% | -4.1% | -0.6% | -4.7% |
| 6M | -12.5% | -5.2% | -7.3% | -12.4% |
| YTD | -4.2% | -2.5% | -1.7% | -4.2% |
| 1Y | +3.0% | +4.7% | -1.7% | +2.9% |
| 3Y | +109.1% | +0.6% | +108.6% | +108.6% |
| 5Y | +121.6% | +11.7% | +109.9% | +120.3% |
| 10Y | +212.2% | +120.0% | +92.2% | +209.3% |
| All | +755.2% | +466.4% | +288.7% | +771.5% |
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