+212.2%
GLD vs HWM
+1,636.6%
-1,424.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.8% |
| 7D | +4.9% | +1.6% | +3.3% | +4.9% |
| 30D | -1.3% | -3.9% | +2.6% | -1.3% |
| 3M | -4.8% | -23.2% | +18.5% | -4.3% |
| 6M | -12.5% | -20.0% | +7.5% | -12.2% |
| YTD | -4.2% | +5.7% | -9.9% | -4.3% |
| 1Y | +3.0% | +4.9% | -1.8% | +3.0% |
| 3Y | +109.1% | +347.0% | -237.9% | +105.7% |
| 5Y | +121.6% | +563.0% | -441.4% | +117.1% |
| 10Y | +212.2% | +1,579.2% | -1,366.9% | +212.5% |
| All | +212.2% | +1,636.6% | -1,424.4% | +212.5% |
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