+237.8%
HPE vs GLDM
+105.4%
+132.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.1% |
| 7D | +0.3% | -2.0% | +2.3% | +0.7% |
| 30D | -28.6% | -4.4% | -24.1% | -27.8% |
| 3M | -7.4% | -8.8% | +1.5% | -5.2% |
| 6M | +63.7% | -15.9% | +79.6% | +68.9% |
| YTD | +111.7% | -7.7% | +119.4% | +116.2% |
| 1Y | +123.5% | -3.6% | +127.1% | +127.0% |
| All | +237.8% | +105.4% | +132.4% | +166.9% |
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