+205.0%
GLD vs HWM
+1,473.3%
-1,268.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +4.7% | +3.4% | +1.3% | +4.6% |
| 30D | -0.9% | -7.5% | +6.6% | -0.8% |
| 3M | -4.4% | -28.9% | +24.5% | -3.8% |
| 6M | -13.6% | -19.6% | +6.0% | -13.2% |
| YTD | -6.0% | +0.6% | -6.6% | -5.9% |
| 1Y | +1.8% | +0.3% | +1.4% | +1.9% |
| 3Y | +103.2% | +326.1% | -223.0% | +100.1% |
| 5Y | +119.3% | +525.2% | -405.8% | +115.2% |
| All | +205.0% | +1,473.3% | -1,268.3% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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