+219.4%
GLDM vs HUBB
+366.3%
-146.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +4.7% | +1.7% | +3.0% | +4.6% |
| 30D | -0.9% | -9.7% | +8.8% | -0.5% |
| 3M | -4.3% | -15.2% | +10.8% | -3.8% |
| 6M | -13.4% | -14.0% | +0.6% | -13.1% |
| YTD | -5.8% | -2.4% | -3.4% | -5.7% |
| 1Y | +2.1% | -5.8% | +7.9% | +2.3% |
| 3Y | +105.0% | +60.4% | +44.6% | +104.0% |
| 5Y | +122.5% | +125.4% | -2.9% | +120.7% |
| All | +219.4% | +366.3% | -146.9% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling