+207.7%
HIMS vs GLDM
+121.8%
+85.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +8.4% |
| 7D | -6.1% | +4.7% | -10.7% | -7.8% |
| 30D | -12.0% | -0.9% | -11.1% | -11.7% |
| 3M | -12.3% | -4.3% | -8.0% | -10.4% |
| 6M | -3.3% | -13.4% | +10.1% | +1.3% |
| YTD | -19.9% | -5.8% | -14.1% | -17.0% |
| 1Y | -37.4% | +2.1% | -39.4% | -36.3% |
| 3Y | +314.0% | +105.0% | +209.0% | +237.1% |
| All | +207.7% | +121.8% | +85.9% | +95.4% |
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