+219.4%
GLDM vs HSY
+130.7%
+88.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +4.7% | +7.5% | -2.9% | +4.2% |
| 30D | -0.9% | +11.1% | -11.9% | -1.5% |
| 3M | -4.3% | -1.9% | -2.4% | -4.2% |
| 6M | -13.4% | -3.0% | -10.4% | -13.3% |
| YTD | -5.8% | 0.0% | -5.8% | -5.9% |
| 1Y | +2.1% | +9.4% | -7.4% | +1.3% |
| 3Y | +105.0% | +3.8% | +101.3% | +103.1% |
| 5Y | +122.5% | +15.2% | +107.3% | +116.8% |
| All | +219.4% | +130.7% | +88.7% | +213.8% |
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