+182.8%
HIMS vs GLDM
+192.2%
-9.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -12.4% | +4.4% | -16.9% | -13.2% |
| 3M | -1.1% | -1.1% | 0.0% | -0.6% |
| 6M | +68.4% | -13.7% | +82.1% | +74.8% |
| YTD | -14.7% | +2.8% | -17.4% | -14.6% |
| 1Y | -42.4% | +24.8% | -67.2% | -44.5% |
| 3Y | +304.5% | +127.8% | +176.7% | +224.9% |
| 5Y | +237.5% | +141.1% | +96.4% | +157.4% |
| All | +182.8% | +192.2% | -9.5% | +111.5% |
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