+308.1%
HPE vs GLDM
+204.4%
+103.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.7% |
| 7D | +7.9% | -4.6% | +12.5% | +8.4% |
| 30D | -23.5% | -5.5% | -18.0% | -23.0% |
| 3M | -19.1% | -10.9% | -8.2% | -17.9% |
| 6M | +51.4% | -17.3% | +68.7% | +53.9% |
| YTD | +103.4% | -10.2% | +113.6% | +106.8% |
| 1Y | +114.4% | -6.9% | +121.3% | +117.8% |
| 3Y | +224.7% | +98.7% | +126.0% | +224.1% |
| 5Y | +277.8% | +106.7% | +171.0% | +272.6% |
| All | +308.1% | +204.4% | +103.7% | +389.4% |
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