+224.7%
HPE vs GLDM
+99.9%
+124.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +7.9% | -4.6% | +12.5% | +9.0% |
| 30D | -23.5% | -5.5% | -18.0% | -22.5% |
| 3M | -19.1% | -10.9% | -8.2% | -16.8% |
| 6M | +51.4% | -17.3% | +68.7% | +57.0% |
| YTD | +103.4% | -10.2% | +113.6% | +109.1% |
| 1Y | +114.4% | -6.9% | +121.3% | +119.3% |
| 3Y | +224.7% | +98.7% | +126.0% | +158.0% |
| All | +224.7% | +99.9% | +124.8% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling