+222.0%
GLDM vs HIG
+218.7%
+3.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.8% |
| 7D | +1.9% | +3.8% | -1.9% | +1.9% |
| 30D | -1.7% | +8.1% | -9.8% | -1.6% |
| 3M | -3.5% | -4.1% | +0.6% | -3.6% |
| 6M | -10.1% | +3.1% | -13.2% | -10.0% |
| YTD | -5.0% | +0.8% | -5.9% | -5.0% |
| 1Y | +2.8% | +8.8% | -6.0% | +2.9% |
| 3Y | +105.1% | +95.2% | +9.9% | +106.1% |
| 5Y | +124.3% | +110.8% | +13.5% | +125.6% |
| All | +222.0% | +218.7% | +3.3% | +223.5% |
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