+165.3%
HIMS vs GLDM
+167.9%
-2.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +8.3% |
| 7D | -6.1% | +4.7% | -10.7% | -7.6% |
| 30D | -12.0% | -0.9% | -11.1% | -11.7% |
| 3M | -12.3% | -4.3% | -8.0% | -10.6% |
| 6M | -3.3% | -13.4% | +10.1% | +1.1% |
| YTD | -19.9% | -5.8% | -14.1% | -17.6% |
| 1Y | -37.4% | +2.1% | -39.4% | -36.8% |
| 3Y | +314.0% | +105.0% | +209.0% | +244.1% |
| 5Y | +212.1% | +122.5% | +89.6% | +144.9% |
| All | +165.3% | +167.9% | -2.5% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling