+142.5%
GLD vs HWM
+743.6%
-601.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +4.4% | -11.0% | +15.4% | +5.0% |
| 3M | -1.1% | +4.0% | -5.1% | -1.4% |
| 6M | -13.8% | -0.2% | -13.6% | -14.0% |
| YTD | +2.6% | +26.7% | -24.0% | +1.6% |
| 1Y | +24.5% | +44.7% | -20.2% | +22.9% |
| 3Y | +125.8% | +426.1% | -300.2% | +111.9% |
| All | +142.5% | +743.6% | -601.1% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling