+48.2%
HPE vs GLDM
-13.2%
+61.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.9% |
| 7D | -18.7% | +4.7% | -23.4% | -21.7% |
| 30D | -37.9% | -0.9% | -37.0% | -37.2% |
| 3M | -14.4% | -4.3% | -10.1% | -11.3% |
| 6M | +48.2% | -13.4% | +61.6% | +88.3% |
| All | +48.2% | -13.2% | +61.5% | +88.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling