+101.3%
HIMS vs GLDM
+155.2%
-53.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.2% |
| 7D | -18.0% | -5.5% | -12.5% | -16.3% |
| 30D | -33.6% | -7.0% | -26.6% | -31.8% |
| 3M | -34.2% | -12.3% | -21.9% | -30.9% |
| 6M | -21.2% | -17.9% | -3.3% | -16.0% |
| YTD | -39.2% | -10.3% | -29.0% | -36.3% |
| 1Y | -49.4% | -7.8% | -41.7% | -47.4% |
| 3Y | +189.7% | +99.5% | +90.2% | +143.9% |
| 5Y | +166.6% | +106.5% | +60.2% | +114.3% |
| All | +101.3% | +155.2% | -53.8% | +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