+110.9%
GLDM vs HIG
+94.4%
+16.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.9% |
| 7D | +5.0% | -0.5% | +5.5% | +4.9% |
| 30D | -1.3% | +4.5% | -5.8% | -1.1% |
| 3M | -4.7% | -5.5% | +0.8% | -4.9% |
| 6M | -12.4% | +3.1% | -15.5% | -12.2% |
| YTD | -4.1% | -0.8% | -3.2% | -3.9% |
| 1Y | +3.3% | +6.1% | -2.7% | +3.5% |
| 3Y | +110.9% | +94.1% | +16.8% | +119.1% |
| All | +110.9% | +94.4% | +16.5% | +119.1% |
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