+219.4%
GLDM vs HAS
+74.9%
+144.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +4.7% | -0.2% | +4.8% | +4.7% |
| 30D | -0.9% | +31.0% | -31.9% | -1.4% |
| 3M | -4.3% | +30.7% | -35.0% | -4.8% |
| 6M | -13.4% | +23.9% | -37.3% | -13.8% |
| YTD | -5.8% | +48.3% | -54.1% | -6.6% |
| 1Y | +2.1% | +60.2% | -58.2% | +1.1% |
| 3Y | +105.0% | +189.2% | -84.2% | +101.3% |
| 5Y | +122.5% | +50.4% | +72.1% | +119.6% |
| All | +219.4% | +74.9% | +144.5% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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