+383.5%
HLT vs GLDM
+204.4%
+179.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | -4.6% | +5.3% | +0.8% |
| 30D | +13.7% | -5.5% | +19.2% | +13.8% |
| 3M | +16.3% | -10.9% | +27.2% | +16.5% |
| 6M | +19.9% | -17.3% | +37.2% | +19.8% |
| YTD | +30.1% | -10.2% | +40.2% | +30.4% |
| 1Y | +38.5% | -6.9% | +45.4% | +39.0% |
| 3Y | +131.0% | +98.7% | +32.4% | +134.3% |
| 5Y | +163.7% | +106.7% | +56.9% | +164.9% |
| All | +383.5% | +204.4% | +179.1% | +438.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling