+213.0%
GLDM vs HBM
+290.0%
-77.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | -4.4% | -14.8% | +10.4% | -3.0% |
| 3M | -8.8% | -20.7% | +11.8% | -6.9% |
| 6M | -15.9% | -13.9% | -2.0% | -15.1% |
| YTD | -7.7% | +10.6% | -18.3% | -8.8% |
| 1Y | -3.6% | +32.4% | -36.0% | -6.0% |
| 3Y | +105.2% | +432.0% | -326.8% | +81.7% |
| 5Y | +112.8% | +205.5% | -92.7% | +90.3% |
| All | +213.0% | +290.0% | -77.0% | +179.7% |
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