+222.0%
GLDM vs HDB
+1.4%
+220.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +1.9% | +13.3% | -11.4% | +1.4% |
| 30D | -1.7% | +10.2% | -11.9% | -2.1% |
| 3M | -3.5% | +3.6% | -7.1% | -3.7% |
| 6M | -10.1% | -0.5% | -9.5% | -10.1% |
| YTD | -5.0% | -32.4% | +27.4% | -4.3% |
| 1Y | +2.8% | -31.1% | +33.8% | +3.5% |
| 3Y | +105.1% | -12.6% | +117.7% | +105.2% |
| 5Y | +124.3% | -25.7% | +150.0% | +125.2% |
| All | +222.0% | +1.4% | +220.6% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling