+249.2%
HPE vs GLDM
+116.0%
+133.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.3% |
| 7D | -9.7% | +2.9% | -12.6% | -10.3% |
| 30D | -34.8% | -3.9% | -30.8% | -34.2% |
| 3M | -12.1% | -8.1% | -4.0% | -10.6% |
| 6M | +53.7% | -14.7% | +68.4% | +57.4% |
| YTD | +101.9% | -6.6% | +108.5% | +105.2% |
| 1Y | +104.3% | -2.1% | +106.4% | +106.7% |
| 3Y | +223.1% | +107.7% | +115.4% | +194.5% |
| 5Y | +249.2% | +116.5% | +132.7% | +195.0% |
| All | +249.2% | +116.0% | +133.2% | +195.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling