+137.6%
HLT vs GLDM
+111.5%
+26.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +2.3% | +5.0% | -2.6% | +2.0% |
| 30D | +14.3% | -1.3% | +15.6% | +14.3% |
| 3M | +17.6% | -4.7% | +22.3% | +17.8% |
| 6M | +17.9% | -12.4% | +30.3% | +18.0% |
| YTD | +30.1% | -4.1% | +34.2% | +30.4% |
| 1Y | +36.8% | +3.3% | +33.5% | +37.4% |
| 3Y | +137.6% | +110.9% | +26.6% | +120.7% |
| All | +137.6% | +111.5% | +26.0% | +120.7% |
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