+106.5%
GLDM vs HBM
+203.5%
-97.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -5.5% | +5.1% | -10.6% | -6.3% |
| 30D | -7.0% | -15.8% | +8.8% | -4.6% |
| 3M | -12.3% | -22.4% | +10.1% | -9.0% |
| 6M | -17.9% | -20.2% | +2.3% | -15.8% |
| YTD | -10.3% | +9.0% | -19.3% | -11.9% |
| 1Y | -7.8% | +27.4% | -35.1% | -11.1% |
| 3Y | +99.5% | +424.2% | -324.8% | +63.6% |
| 5Y | +106.5% | +196.1% | -89.6% | +70.9% |
| All | +106.5% | +203.5% | -97.1% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling