+222.0%
GLDM vs HBM
+265.8%
-43.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +1.6% |
| 7D | +1.9% | -11.9% | +13.8% | +3.2% |
| 30D | -1.7% | -23.6% | +22.0% | +0.9% |
| 3M | -3.5% | -20.5% | +17.0% | -1.5% |
| 6M | -10.1% | -7.9% | -2.2% | -9.7% |
| YTD | -5.0% | +3.8% | -8.8% | -5.5% |
| 1Y | +2.8% | +31.7% | -28.9% | +0.5% |
| 3Y | +105.1% | +342.4% | -237.3% | +84.0% |
| 5Y | +124.3% | +205.5% | -81.2% | +101.4% |
| All | +222.0% | +265.8% | -43.8% | +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 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