+142.9%
HOOD vs GLDM
+117.1%
+25.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | -3.2% | -2.0% | -1.3% | -2.3% |
| 30D | -22.6% | -4.4% | -18.1% | -20.7% |
| 3M | -10.4% | -8.8% | -1.5% | -5.6% |
| 6M | +4.7% | -15.9% | +20.6% | +13.8% |
| YTD | -25.2% | -7.7% | -17.5% | -20.6% |
| 1Y | -35.9% | -3.6% | -32.3% | -32.8% |
| 3Y | +927.7% | +105.2% | +822.5% | +779.0% |
| 5Y | +147.5% | +112.8% | +34.8% | +101.7% |
| All | +142.9% | +117.1% | +25.8% | +105.5% |
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