+225.3%
GLDM vs HSY
+124.8%
+100.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.4% | +2.0% |
| 7D | +5.0% | +1.3% | +3.7% | +4.9% |
| 30D | -1.3% | +6.6% | -7.9% | -1.7% |
| 3M | -4.7% | -4.1% | -0.6% | -4.5% |
| 6M | -12.4% | -5.2% | -7.1% | -12.2% |
| YTD | -4.1% | -2.5% | -1.5% | -4.0% |
| 1Y | +3.3% | +4.7% | -1.4% | +2.8% |
| 3Y | +110.9% | +0.6% | +110.4% | +109.4% |
| 5Y | +124.8% | +11.7% | +113.1% | +119.5% |
| All | +225.3% | +124.8% | +100.6% | +220.1% |
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