-16.9%
HAL vs GLDM
+221.7%
-238.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -11.1% | +1.9% | -13.0% | -11.4% |
| 30D | -2.4% | -1.7% | -0.8% | -2.2% |
| 3M | +0.8% | -3.5% | +4.3% | +1.3% |
| 6M | -22.8% | -10.1% | -12.7% | -21.5% |
| YTD | +14.5% | -5.0% | +19.6% | +14.2% |
| 1Y | +20.2% | +2.8% | +17.4% | +17.8% |
| 3Y | -15.2% | +105.1% | -120.3% | -33.8% |
| 5Y | +42.5% | +124.3% | -81.8% | +7.5% |
| All | -16.9% | +221.7% | -238.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling