+102.7%
HPE vs GLDM
+1.2%
+101.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.5% |
| 7D | -7.1% | +5.0% | -12.1% | -8.8% |
| 30D | -35.3% | -1.3% | -34.0% | -34.9% |
| 3M | -10.4% | -4.7% | -5.7% | -8.7% |
| 6M | +52.5% | -12.4% | +64.9% | +57.5% |
| YTD | +100.3% | -4.1% | +104.3% | +99.9% |
| All | +102.7% | +1.2% | +101.4% | +87.3% |
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