+225.3%
GLDM vs HBM
+305.1%
-79.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.1% | +1.0% |
| 7D | +5.0% | +5.0% | -0.1% | +4.4% |
| 30D | -1.3% | -12.7% | +11.4% | -0.1% |
| 3M | -4.7% | -17.4% | +12.7% | -3.1% |
| 6M | -12.4% | -8.9% | -3.5% | -12.1% |
| YTD | -4.1% | +14.9% | -19.0% | -5.6% |
| 1Y | +3.3% | +41.4% | -38.1% | +0.2% |
| 3Y | +110.9% | +462.1% | -351.2% | +85.9% |
| 5Y | +124.8% | +224.0% | -99.2% | +100.1% |
| All | +225.3% | +305.1% | -79.8% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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