+53.4%
HBAN vs GLDM
+225.0%
-171.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +3.1% |
| 7D | -0.6% | +5.0% | -5.5% | 0.0% |
| 30D | +3.9% | -1.3% | +5.2% | +3.7% |
| 3M | -8.4% | -4.7% | -3.7% | -8.9% |
| 6M | +0.6% | -12.4% | +13.0% | -1.2% |
| YTD | -5.5% | -4.1% | -1.5% | -5.1% |
| 1Y | +5.4% | +3.3% | +2.0% | +7.6% |
| 3Y | +76.7% | +110.9% | -34.2% | +117.4% |
| 5Y | +25.1% | +124.8% | -99.7% | +55.8% |
| All | +53.4% | +225.0% | -171.6% | +133.6% |
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