+98.7%
GLDM vs HIG
+96.1%
+2.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | -4.6% | +2.6% | -7.2% | -4.5% |
| 30D | -5.5% | +4.2% | -9.6% | -5.2% |
| 3M | -10.9% | +0.2% | -11.1% | -10.8% |
| 6M | -17.3% | +4.6% | -21.9% | -17.1% |
| YTD | -10.2% | +1.1% | -11.3% | -9.9% |
| 1Y | -6.9% | +4.7% | -11.6% | -6.7% |
| 3Y | +98.7% | +95.5% | +3.2% | +104.3% |
| All | +98.7% | +96.1% | +2.6% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling