-13.5%
HAL vs GLDM
+105.8%
-119.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -11.1% | +1.9% | -13.0% | -11.2% |
| 30D | -2.4% | -1.7% | -0.8% | -2.3% |
| 3M | +0.8% | -3.5% | +4.3% | +1.0% |
| 6M | -22.8% | -10.1% | -12.7% | -22.2% |
| YTD | +14.5% | -5.0% | +19.6% | +14.7% |
| 1Y | +20.2% | +2.8% | +17.4% | +20.0% |
| All | -13.5% | +105.8% | -119.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling