+255.0%
HL vs GLDM
+104.2%
+150.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +3.5% |
| 7D | +8.9% | +4.7% | +4.3% | +0.2% |
| 30D | -10.1% | -0.9% | -9.2% | -7.7% |
| 3M | -7.0% | -4.3% | -2.7% | +3.1% |
| 6M | -18.8% | -13.4% | -5.4% | +10.7% |
| YTD | -23.1% | -5.8% | -17.3% | -12.1% |
| 1Y | +8.9% | +2.1% | +6.8% | +6.6% |
| 3Y | +255.0% | +105.0% | +150.0% | -32.3% |
| All | +255.0% | +104.2% | +150.8% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling