+139.3%
HOOD vs GLDM
+125.6%
+13.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.0% |
| 7D | -0.6% | +5.0% | -5.6% | -3.2% |
| 30D | -23.6% | -1.3% | -22.3% | -23.0% |
| 3M | -10.7% | -4.7% | -6.0% | -8.0% |
| 6M | +8.2% | -12.4% | +20.6% | +15.2% |
| YTD | -26.3% | -4.1% | -22.3% | -23.3% |
| 1Y | -36.1% | +3.3% | -39.4% | -34.8% |
| 3Y | +950.7% | +110.9% | +839.7% | +781.9% |
| 5Y | +127.0% | +124.8% | +2.2% | +83.1% |
| All | +139.3% | +125.6% | +13.6% | +98.5% |
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