+7.8%
HD vs GLDM
+126.2%
-118.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.7% |
| 7D | +6.4% | +1.9% | +4.5% | +6.1% |
| 30D | +22.1% | -1.7% | +23.7% | +22.2% |
| 3M | -0.2% | -3.5% | +3.4% | +0.2% |
| 6M | +12.6% | -10.1% | +22.7% | +13.9% |
| YTD | +3.9% | -5.0% | +9.0% | +4.1% |
| 1Y | -3.7% | +2.8% | -6.5% | -4.4% |
| 3Y | +27.9% | +105.1% | -77.3% | +11.5% |
| 5Y | +7.8% | +124.3% | -116.5% | -12.8% |
| All | +7.8% | +126.2% | -118.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling