+248.5%
GLDM vs HIG
+221.7%
+26.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.4% |
| 3M | -1.1% | +9.1% | -10.2% | -0.9% |
| 6M | -13.7% | -1.8% | -11.9% | -13.7% |
| YTD | +2.8% | +1.8% | +1.0% | +2.8% |
| 1Y | +24.8% | +4.6% | +20.3% | +25.0% |
| 3Y | +127.8% | +101.6% | +26.2% | +128.9% |
| 5Y | +141.1% | +124.5% | +16.7% | +142.7% |
| All | +248.5% | +221.7% | +26.8% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling