+222.2%
HIMS vs GLDM
+143.3%
+78.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -12.4% | +4.4% | -16.9% | -13.3% |
| 3M | -1.1% | -1.1% | 0.0% | -0.6% |
| 6M | +68.4% | -13.7% | +82.1% | +75.2% |
| YTD | -14.7% | +2.8% | -17.4% | -14.4% |
| 1Y | -42.4% | +24.8% | -67.2% | -44.3% |
| 3Y | +304.5% | +127.8% | +176.7% | +209.3% |
| All | +222.2% | +143.3% | +78.9% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling