+96.9%
GLD vs HWM
+348.7%
-251.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.6% | +7.3% | -11.9% | -5.1% |
| 30D | -5.5% | +1.6% | -7.0% | -5.7% |
| 3M | -10.9% | -21.9% | +11.0% | -9.6% |
| 6M | -17.4% | -19.0% | +1.6% | -16.6% |
| YTD | -10.3% | +7.9% | -18.3% | -10.3% |
| 1Y | -7.2% | +9.9% | -17.1% | -7.1% |
| 3Y | +96.9% | +342.1% | -245.2% | +90.2% |
| All | +96.9% | +348.7% | -251.8% | +90.2% |
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