+124.1%
HL vs GLDM
+112.9%
+11.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +1.2% |
| 7D | -5.6% | -2.0% | -3.6% | -1.6% |
| 30D | -16.2% | -4.4% | -11.7% | -7.0% |
| 3M | -20.5% | -8.8% | -11.6% | -2.0% |
| 6M | -31.7% | -15.9% | -15.8% | +1.3% |
| YTD | -26.4% | -7.7% | -18.7% | -12.2% |
| 1Y | -4.3% | -3.6% | -0.7% | +4.1% |
| 3Y | +276.9% | +105.2% | +171.6% | -30.5% |
| 5Y | +124.1% | +112.8% | +11.3% | -65.4% |
| All | +124.1% | +112.9% | +11.2% | -65.4% |
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