+309.2%
HCA vs GLDM
+242.2%
+67.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -2.8% | +0.7% | -3.5% | -2.8% |
| 30D | -2.7% | +0.3% | -3.1% | -2.8% |
| 3M | +11.5% | +0.7% | +10.8% | +11.4% |
| 6M | -24.3% | -15.4% | -8.8% | -23.3% |
| YTD | -13.6% | +1.0% | -14.6% | -14.1% |
| 1Y | -3.2% | +19.7% | -22.9% | -5.6% |
| 3Y | +50.4% | +126.5% | -76.1% | +34.9% |
| 5Y | +64.8% | +142.5% | -77.7% | +46.2% |
| All | +309.2% | +242.2% | +67.0% | +302.9% |
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 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