+219.4%
GLDM vs HDB
+3.2%
+216.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +4.7% | +13.3% | -8.7% | +4.1% |
| 30D | -0.9% | +13.6% | -14.4% | -1.4% |
| 3M | -4.3% | +5.8% | -10.1% | -4.6% |
| 6M | -13.4% | -1.9% | -11.5% | -13.5% |
| YTD | -5.8% | -31.2% | +25.4% | -5.2% |
| 1Y | +2.1% | -29.6% | +31.6% | +2.7% |
| 3Y | +105.0% | -10.1% | +115.1% | +105.0% |
| 5Y | +122.5% | -24.3% | +146.8% | +123.3% |
| All | +219.4% | +3.2% | +216.2% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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