-13.4%
GLDM vs HUBB
-16.7%
+3.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.2% |
| 7D | +4.7% | +1.7% | +3.0% | +4.2% |
| 30D | -0.9% | -9.7% | +8.8% | +0.6% |
| 3M | -4.3% | -15.2% | +10.8% | -2.0% |
| 6M | -13.4% | -14.0% | +0.6% | -13.8% |
| All | -13.4% | -16.7% | +3.3% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling