+278.3%
HPE vs GLDM
+219.1%
+59.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -18.7% | +4.7% | -23.4% | -19.2% |
| 30D | -37.9% | -0.9% | -37.0% | -37.8% |
| 3M | -14.4% | -4.3% | -10.1% | -13.9% |
| 6M | +48.2% | -13.4% | +61.6% | +49.9% |
| YTD | +88.6% | -5.8% | +94.4% | +90.7% |
| 1Y | +94.8% | +2.1% | +92.7% | +96.7% |
| 3Y | +202.7% | +105.0% | +97.7% | +200.4% |
| 5Y | +231.6% | +122.5% | +109.2% | +226.0% |
| All | +278.3% | +219.1% | +59.3% | +351.3% |
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 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