+204.3%
GLDM vs HSY
+124.5%
+79.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | -5.5% | -2.3% | -3.2% | -5.4% |
| 30D | -7.0% | +6.3% | -13.3% | -7.4% |
| 3M | -12.3% | -5.2% | -7.1% | -12.0% |
| 6M | -17.9% | -8.3% | -9.6% | -17.6% |
| YTD | -10.3% | -2.7% | -7.6% | -10.3% |
| 1Y | -7.8% | +0.1% | -7.9% | -7.9% |
| 3Y | +99.5% | -1.0% | +100.5% | +98.3% |
| 5Y | +106.5% | +10.6% | +95.9% | +101.8% |
| All | +204.3% | +124.5% | +79.7% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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