+151.5%
HLT vs GLDM
+141.3%
+10.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.1% |
| 7D | -2.4% | +0.7% | -3.2% | -2.4% |
| 30D | -4.1% | +0.3% | -4.4% | -4.1% |
| 3M | -10.6% | +0.7% | -11.3% | -10.7% |
| 6M | +2.0% | -15.4% | +17.5% | +1.8% |
| YTD | +6.1% | +1.0% | +5.1% | +6.0% |
| 1Y | +9.8% | +19.7% | -9.9% | +9.4% |
| 3Y | +99.0% | +126.5% | -27.5% | +90.9% |
| 5Y | +151.5% | +142.5% | +9.0% | +136.2% |
| All | +151.5% | +141.3% | +10.2% | +136.2% |
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