+100.6%
HD vs GLDM
+248.1%
-147.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -2.1% | -0.5% | -1.5% | -2.0% |
| 30D | -8.4% | +4.4% | -12.8% | -9.1% |
| 3M | +4.3% | -1.1% | +5.4% | +4.4% |
| 6M | -11.1% | -13.7% | +2.5% | -9.3% |
| YTD | -4.7% | +2.8% | -7.4% | -5.7% |
| 1Y | -19.8% | +24.8% | -44.7% | -23.5% |
| 3Y | +4.1% | +127.8% | -123.7% | -13.4% |
| 5Y | +10.3% | +141.1% | -130.8% | -10.8% |
| All | +100.6% | +248.1% | -147.5% | +62.4% |
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