+118.6%
GLD vs HWM
+522.0%
-403.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | +4.7% | +3.3% | +1.4% | +4.4% |
| 30D | -0.9% | -7.6% | +6.7% | -0.5% |
| 3M | -4.4% | -28.9% | +24.5% | -2.7% |
| 6M | -13.6% | -19.7% | +6.1% | -12.7% |
| YTD | -6.0% | +0.5% | -6.5% | -5.8% |
| 1Y | +1.8% | +0.3% | +1.5% | +2.0% |
| 3Y | +103.2% | +325.8% | -222.7% | +93.3% |
| All | +118.6% | +522.0% | -403.4% | +104.0% |
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