+298.8%
HPE vs GLDM
+143.3%
+155.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -2.3% | +4.4% | -6.7% | -3.0% |
| 3M | -2.9% | -1.1% | -1.8% | -2.9% |
| 6M | +143.6% | -13.7% | +157.2% | +146.4% |
| YTD | +118.5% | +2.8% | +115.8% | +117.8% |
| 1Y | +129.2% | +24.8% | +104.4% | +122.8% |
| 3Y | +212.5% | +127.8% | +84.7% | +179.4% |
| All | +298.8% | +143.3% | +155.5% | +234.5% |
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