-4.9%
HGLB vs SPY
+202.5%
-207.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -12.4% | +3.3% | -15.7% | -14.1% |
| 30D | -22.0% | -2.7% | -19.3% | -20.7% |
| 3M | -31.0% | -1.7% | -29.2% | -30.3% |
| 6M | -33.5% | +3.1% | -36.6% | -34.7% |
| YTD | -38.7% | +11.9% | -50.6% | -42.6% |
| 1Y | -44.3% | +12.0% | -56.3% | -47.9% |
| 3Y | +4.1% | +78.2% | -74.1% | -25.9% |
| 5Y | -4.1% | +73.2% | -77.4% | -31.5% |
| All | -4.9% | +202.5% | -207.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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