+204.7%
GLDM vs HRB
+199.1%
+5.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -4.6% | -5.1% | +0.5% | -4.7% |
| 30D | -5.5% | +8.7% | -14.1% | -5.4% |
| 3M | -10.9% | -5.4% | -5.5% | -10.9% |
| 6M | -17.3% | +41.6% | -58.9% | -17.0% |
| YTD | -10.2% | +18.7% | -28.8% | -9.8% |
| 1Y | -6.9% | +16.4% | -23.4% | -6.5% |
| 3Y | +98.7% | +22.0% | +76.7% | +99.7% |
| 5Y | +106.7% | +141.2% | -34.5% | +109.1% |
| All | +204.7% | +199.1% | +5.5% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling