+486.1%
HL vs GLDM
+248.1%
+237.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +2.8% |
| 30D | +25.1% | +4.4% | +20.7% | +14.4% |
| 3M | +22.9% | -1.1% | +24.0% | +28.7% |
| 6M | -4.9% | -13.7% | +8.8% | +36.0% |
| YTD | +7.8% | +2.8% | +5.1% | +0.4% |
| 1Y | +133.9% | +24.8% | +109.0% | +37.8% |
| 3Y | +380.9% | +127.8% | +253.1% | -39.3% |
| 5Y | +230.2% | +141.1% | +89.1% | -62.2% |
| All | +486.1% | +248.1% | +237.9% | -72.3% |
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 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