+281.4%
HL vs GLDM
+106.4%
+175.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.6% | -2.2% |
| 7D | +8.2% | +2.9% | +5.3% | +3.2% |
| 30D | -16.3% | -3.9% | -12.4% | -8.7% |
| 3M | -18.6% | -8.1% | -10.4% | -2.4% |
| 6M | -23.2% | -14.7% | -8.5% | +7.9% |
| YTD | -25.5% | -6.6% | -18.9% | -13.2% |
| 1Y | -4.8% | -2.1% | -2.7% | +1.2% |
| 3Y | +281.4% | +107.7% | +173.7% | -29.1% |
| All | +281.4% | +106.4% | +175.0% | -29.1% |
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