+32.6%
HGLB vs SPY
+81.0%
-48.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.3% | -0.4% | -1.0% | -1.2% |
| 30D | -1.0% | -1.4% | +0.3% | -0.3% |
| 3M | -1.1% | +3.7% | -4.8% | -3.1% |
| 6M | -8.0% | +13.0% | -21.0% | -13.9% |
| YTD | -12.6% | +12.4% | -25.0% | -18.0% |
| 1Y | -6.6% | +18.5% | -25.2% | -14.7% |
| 3Y | +30.6% | +77.6% | -47.1% | -3.4% |
| 5Y | +32.6% | +81.7% | -49.1% | -7.0% |
| All | +32.6% | +81.0% | -48.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling