+103.2%
GLD vs HWM
+330.6%
-227.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | +4.7% | +3.3% | +1.4% | +4.3% |
| 30D | -0.9% | -7.6% | +6.7% | -0.5% |
| 3M | -4.4% | -28.9% | +24.5% | -2.4% |
| 6M | -13.6% | -19.7% | +6.1% | -12.5% |
| YTD | -6.0% | +0.5% | -6.5% | -5.5% |
| 1Y | +1.8% | +0.3% | +1.5% | +2.3% |
| 3Y | +103.2% | +325.8% | -222.7% | +95.9% |
| All | +103.2% | +330.6% | -227.4% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling