+204.7%
GLDM vs HUBB
+374.4%
-169.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -4.6% | +1.8% | -6.4% | -4.7% |
| 30D | -5.5% | -7.7% | +2.2% | -5.2% |
| 3M | -10.9% | -13.6% | +2.7% | -10.5% |
| 6M | -17.3% | -9.1% | -8.2% | -17.1% |
| YTD | -10.2% | -0.7% | -9.4% | -10.1% |
| 1Y | -6.9% | +1.1% | -8.0% | -6.9% |
| 3Y | +98.7% | +56.2% | +42.5% | +97.6% |
| 5Y | +106.7% | +126.6% | -19.9% | +104.9% |
| All | +204.7% | +374.4% | -169.8% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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