-17.0%
HAL vs GLDM
+225.0%
-242.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.2% |
| 7D | -7.9% | +5.0% | -12.9% | -8.7% |
| 30D | -2.1% | -1.3% | -0.8% | -1.9% |
| 3M | +0.4% | -4.7% | +5.1% | +1.2% |
| 6M | -19.2% | -12.4% | -6.9% | -17.4% |
| YTD | +14.4% | -4.1% | +18.4% | +13.9% |
| 1Y | +18.0% | +3.3% | +14.6% | +15.5% |
| 3Y | -9.7% | +110.9% | -120.6% | -30.0% |
| 5Y | +40.1% | +124.8% | -84.6% | +5.6% |
| All | -17.0% | +225.0% | -242.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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