+170.3%
HIMS vs GLDM
+112.9%
+57.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.2% |
| 7D | -21.9% | -2.0% | -20.0% | -21.3% |
| 30D | -32.1% | -4.4% | -27.6% | -30.8% |
| 3M | -31.8% | -8.8% | -22.9% | -29.1% |
| 6M | -28.6% | -15.9% | -12.7% | -24.3% |
| YTD | -35.9% | -7.7% | -28.2% | -33.0% |
| 1Y | -47.6% | -3.6% | -44.1% | -45.9% |
| 3Y | +205.6% | +105.2% | +100.3% | +147.1% |
| 5Y | +170.3% | +112.8% | +57.5% | +73.4% |
| All | +170.3% | +112.9% | +57.4% | +73.4% |
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