-17.1%
HAL vs GLDM
+219.1%
-236.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -12.0% | +4.7% | -16.6% | -12.7% |
| 30D | +0.3% | -0.9% | +1.1% | +0.4% |
| 3M | -1.6% | -4.3% | +2.7% | -1.0% |
| 6M | -20.5% | -13.4% | -7.1% | -18.5% |
| YTD | +14.2% | -5.8% | +20.0% | +14.1% |
| 1Y | +18.9% | +2.1% | +16.8% | +16.6% |
| 3Y | -13.7% | +105.0% | -118.8% | -32.7% |
| 5Y | +42.2% | +122.5% | -80.3% | +7.4% |
| All | -17.1% | +219.1% | -236.2% | -37.9% |
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