+116.5%
GLDM vs HIG
+111.3%
+5.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | -8.1% | -1.9% | -6.2% | -8.2% |
| 6M | -14.7% | +5.3% | -20.0% | -14.5% |
| YTD | -6.6% | +1.3% | -7.9% | -6.4% |
| 1Y | -2.1% | +7.2% | -9.2% | -1.9% |
| 3Y | +107.7% | +96.6% | +11.1% | +108.3% |
| 5Y | +116.5% | +110.0% | +6.5% | +117.4% |
| All | +116.5% | +111.3% | +5.2% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling