+145.9%
GLDM vs HTZ
-85.9%
+231.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | +7.5% | -8.0% | -0.7% |
| 30D | +4.4% | +47.4% | -43.0% | +3.3% |
| 3M | -1.1% | -54.9% | +53.8% | +0.1% |
| 6M | -13.7% | -47.0% | +33.3% | -12.9% |
| YTD | +2.8% | -55.3% | +58.0% | +3.9% |
| 1Y | +24.8% | -57.6% | +82.5% | +26.2% |
| 3Y | +127.8% | -86.6% | +214.4% | +129.0% |
| All | +145.9% | -85.9% | +231.8% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling