+59.9%
HBAN vs GLDM
+242.2%
-182.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.8% |
| 7D | +2.1% | +0.7% | +1.3% | +2.2% |
| 30D | -4.5% | +0.3% | -4.8% | -4.4% |
| 3M | +2.6% | +0.7% | +1.9% | +2.7% |
| 6M | +4.7% | -15.4% | +20.2% | +1.9% |
| YTD | -1.5% | +1.0% | -2.5% | -0.4% |
| 1Y | -1.9% | +19.7% | -21.7% | +3.4% |
| 3Y | +75.2% | +126.5% | -51.3% | +118.4% |
| 5Y | +37.2% | +142.5% | -105.3% | +73.8% |
| All | +59.9% | +242.2% | -182.3% | +145.2% |
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