+134.1%
HIMS vs GLDM
+172.9%
-38.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.6% | -12.4% |
| 7D | -9.1% | +5.0% | -14.1% | -10.7% |
| 30D | -25.8% | -1.3% | -24.5% | -25.5% |
| 3M | -27.4% | -4.7% | -22.7% | -26.0% |
| 6M | -18.9% | -12.4% | -6.5% | -15.6% |
| YTD | -29.4% | -4.1% | -25.3% | -27.8% |
| 1Y | -44.1% | +3.3% | -47.4% | -43.9% |
| 3Y | +246.0% | +110.9% | +135.1% | +184.8% |
| 5Y | +177.1% | +124.8% | +52.3% | +116.3% |
| All | +134.1% | +172.9% | -38.8% | +78.9% |
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