+127.6%
GLDM vs HTZ
-89.7%
+217.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.2% | -5.5% | +3.5% |
| 7D | -0.3% | +18.9% | -19.2% | -0.7% |
| 30D | -1.9% | +26.3% | -28.1% | -2.5% |
| 3M | -0.4% | +49.7% | -50.1% | -1.6% |
| 6M | -10.1% | -61.1% | +51.0% | -9.0% |
| YTD | -5.8% | -56.0% | +50.2% | -4.9% |
| 1Y | +3.1% | -66.4% | +69.5% | +4.3% |
| 3Y | +103.4% | -75.8% | +179.2% | +103.3% |
| 5Y | +125.5% | -93.1% | +218.6% | +125.5% |
| All | +127.6% | -89.7% | +217.3% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling