+129.2%
HPE vs GLDM
+24.7%
+104.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -2.3% | +4.4% | -6.7% | -3.3% |
| 3M | -2.9% | -1.1% | -1.8% | -3.2% |
| 6M | +143.6% | -13.7% | +157.2% | +144.7% |
| YTD | +118.5% | +2.8% | +115.8% | +122.9% |
| 1Y | +129.2% | +24.8% | +104.4% | +130.3% |
| All | +129.2% | +24.7% | +104.5% | +130.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling