+219.4%
GLDM vs HIG
+211.5%
+7.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | +4.7% | +1.1% | +3.6% | +4.7% |
| 30D | -0.9% | +5.6% | -6.4% | -0.8% |
| 3M | -4.3% | -6.9% | +2.6% | -4.4% |
| 6M | -13.4% | +1.3% | -14.7% | -13.4% |
| YTD | -5.8% | -1.5% | -4.4% | -5.8% |
| 1Y | +2.1% | +6.6% | -4.5% | +2.1% |
| 3Y | +105.0% | +91.2% | +13.8% | +105.9% |
| 5Y | +122.5% | +106.1% | +16.4% | +123.7% |
| All | +219.4% | +211.5% | +7.9% | +220.8% |
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