+408.9%
HCA vs GLDM
+204.4%
+204.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | +0.8% | -4.6% | +5.4% | +1.2% |
| 30D | +6.1% | -5.5% | +11.5% | +6.6% |
| 3M | +21.4% | -10.9% | +32.3% | +22.5% |
| 6M | +17.2% | -17.3% | +34.5% | +18.9% |
| YTD | +7.5% | -10.2% | +17.6% | +7.8% |
| 1Y | +6.2% | -6.9% | +13.1% | +6.1% |
| 3Y | +122.0% | +98.7% | +23.4% | +101.4% |
| 5Y | +112.2% | +106.7% | +5.4% | +89.8% |
| All | +408.9% | +204.4% | +204.5% | +405.7% |
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