+248.5%
GLDM vs HBM
+387.5%
-139.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -6.4% | +5.8% | +0.1% |
| 30D | +4.4% | +5.9% | -1.5% | +3.8% |
| 3M | -1.1% | -8.9% | +7.8% | -0.6% |
| 6M | -13.7% | +10.7% | -24.3% | -15.1% |
| YTD | +2.8% | +38.3% | -35.5% | -0.5% |
| 1Y | +24.8% | +121.3% | -96.5% | +16.9% |
| 3Y | +127.8% | +450.6% | -322.8% | +99.5% |
| 5Y | +141.1% | +338.0% | -196.8% | +110.1% |
| All | +248.5% | +387.5% | -139.0% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling