+232.1%
HPE vs GLDM
+121.8%
+110.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -18.7% | +4.7% | -23.4% | -19.6% |
| 30D | -37.9% | -0.9% | -37.0% | -37.8% |
| 3M | -14.4% | -4.3% | -10.1% | -13.5% |
| 6M | +48.2% | -13.4% | +61.6% | +51.4% |
| YTD | +88.6% | -5.8% | +94.4% | +91.3% |
| 1Y | +94.8% | +2.1% | +92.7% | +96.2% |
| 3Y | +202.7% | +105.0% | +97.7% | +175.3% |
| All | +232.1% | +121.8% | +110.3% | +182.8% |
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