+132.4%
HOOD vs GLDM
+121.5%
+10.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.6% |
| 7D | -4.8% | +4.7% | -9.5% | -7.1% |
| 30D | -26.1% | -0.9% | -25.3% | -25.7% |
| 3M | -10.8% | -4.3% | -6.5% | -8.2% |
| 6M | +2.4% | -13.4% | +15.8% | +9.8% |
| YTD | -28.5% | -5.8% | -22.7% | -24.8% |
| 1Y | -36.3% | +2.1% | -38.4% | -34.6% |
| 3Y | +743.7% | +105.0% | +638.7% | +615.6% |
| 5Y | +118.6% | +122.5% | -3.9% | +78.6% |
| All | +132.4% | +121.5% | +10.9% | +94.5% |
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