+216.8%
GLDM vs HIG
+220.3%
-3.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.6% |
| 7D | +2.9% | +2.1% | +0.7% | +2.9% |
| 30D | -3.9% | +6.7% | -10.6% | -3.8% |
| 3M | -8.1% | -1.9% | -6.2% | -8.1% |
| 6M | -14.7% | +5.3% | -20.0% | -14.6% |
| YTD | -6.6% | +1.3% | -7.9% | -6.5% |
| 1Y | -2.1% | +7.2% | -9.2% | -2.0% |
| 3Y | +107.7% | +96.6% | +11.1% | +108.7% |
| 5Y | +116.5% | +110.0% | +6.5% | +117.8% |
| All | +216.8% | +220.3% | -3.6% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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