+305.0%
HPE vs GLDM
+216.5%
+88.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.1% |
| 7D | -9.7% | +2.9% | -12.6% | -10.1% |
| 30D | -34.8% | -3.9% | -30.8% | -34.4% |
| 3M | -12.1% | -8.1% | -4.0% | -11.2% |
| 6M | +53.7% | -14.7% | +68.4% | +55.7% |
| YTD | +101.9% | -6.6% | +108.5% | +104.4% |
| 1Y | +104.3% | -2.1% | +106.4% | +106.6% |
| 3Y | +223.1% | +107.7% | +115.4% | +221.1% |
| 5Y | +249.2% | +116.5% | +132.7% | +243.1% |
| All | +305.0% | +216.5% | +88.6% | +383.7% |
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