+101.3%
HIMS vs GLDM
+155.5%
-54.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | -4.6% | -19.5% | -22.8% |
| 30D | -28.8% | -5.5% | -23.4% | -27.4% |
| 3M | -31.4% | -10.9% | -20.6% | -28.4% |
| 6M | -18.3% | -17.3% | -0.9% | -13.1% |
| YTD | -39.2% | -10.2% | -29.1% | -36.4% |
| 1Y | -45.3% | -6.9% | -38.3% | -43.2% |
| 3Y | +181.9% | +98.7% | +83.2% | +137.5% |
| 5Y | +166.6% | +106.7% | +59.9% | +114.2% |
| All | +101.3% | +155.5% | -54.2% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling