+121.8%
GLDM vs HDB
-24.7%
+146.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +4.7% | +13.3% | -8.7% | +3.8% |
| 30D | -0.9% | +13.6% | -14.4% | -1.7% |
| 3M | -4.3% | +5.8% | -10.1% | -4.7% |
| 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% | +104.9% |
| All | +121.8% | -24.7% | +146.5% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling