+129.5%
GLDM vs HTZ
-91.9%
+221.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -20.8% | +21.6% | +1.3% |
| 7D | +1.9% | -7.7% | +9.6% | +2.0% |
| 30D | -1.7% | -13.1% | +11.4% | -1.5% |
| 3M | -3.5% | +14.7% | -18.3% | -4.1% |
| 6M | -10.1% | -70.6% | +60.5% | -8.5% |
| YTD | -5.0% | -65.2% | +60.1% | -3.6% |
| 1Y | +2.8% | -73.2% | +76.0% | +4.5% |
| 3Y | +105.1% | -80.8% | +185.9% | +106.0% |
| 5Y | +124.3% | -94.8% | +219.1% | +125.4% |
| All | +129.5% | -91.9% | +221.4% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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