+34.1%
HGLB vs SPY
+202.1%
-168.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -2.8% | -2.0% | -0.8% | -1.7% |
| 30D | -2.4% | -1.7% | -0.7% | -1.4% |
| 3M | -3.1% | +4.7% | -7.8% | -5.7% |
| 6M | -9.0% | +12.5% | -21.5% | -15.1% |
| YTD | -13.5% | +11.7% | -25.2% | -19.0% |
| 1Y | -8.2% | +17.5% | -25.7% | -16.4% |
| 3Y | +29.1% | +76.6% | -47.4% | -7.5% |
| 5Y | +31.0% | +82.0% | -51.0% | -9.3% |
| All | +34.1% | +202.1% | -168.0% | -28.0% |
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