+404.8%
HCA vs GLDM
+219.1%
+185.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +4.6% | +4.7% | -0.1% | +4.2% |
| 30D | +12.7% | -0.9% | +13.6% | +12.7% |
| 3M | +21.3% | -4.3% | +25.6% | +21.7% |
| 6M | +15.7% | -13.4% | +29.1% | +17.0% |
| YTD | +6.6% | -5.8% | +12.4% | +6.5% |
| 1Y | +5.7% | +2.1% | +3.7% | +4.8% |
| 3Y | +119.2% | +105.0% | +14.2% | +98.4% |
| 5Y | +107.9% | +122.5% | -14.6% | +85.3% |
| All | +404.8% | +219.1% | +185.7% | +399.5% |
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