+0.1%
HGLB vs SPY
+72.2%
-72.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | -13.3% | -0.6% | -12.7% | -13.0% |
| 30D | -17.1% | -3.7% | -13.4% | -15.4% |
| 3M | -27.8% | -2.7% | -25.1% | -26.7% |
| 6M | -32.1% | +2.2% | -34.3% | -32.9% |
| YTD | -36.3% | +10.8% | -47.1% | -39.7% |
| 1Y | -41.4% | +11.2% | -52.7% | -44.7% |
| 3Y | +8.3% | +76.5% | -68.2% | -19.8% |
| 5Y | +0.1% | +72.9% | -72.8% | -29.2% |
| All | +0.1% | +72.2% | -72.1% | -29.2% |
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