+273.2%
HPE vs GLDM
+221.7%
+51.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -11.9% |
| 7D | -25.0% | +1.9% | -26.9% | -25.2% |
| 30D | -37.3% | -1.7% | -35.7% | -37.2% |
| 3M | -16.8% | -3.5% | -13.3% | -16.4% |
| 6M | +47.8% | -10.1% | +57.9% | +49.1% |
| YTD | +86.0% | -5.0% | +91.1% | +88.0% |
| 1Y | +89.6% | +2.8% | +86.8% | +91.3% |
| 3Y | +198.2% | +105.1% | +93.1% | +195.6% |
| 5Y | +227.1% | +124.3% | +102.8% | +221.3% |
| All | +273.2% | +221.7% | +51.5% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling