+63.9%
HPQ vs GLDM
+225.0%
-161.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -0.6% | +5.0% | -5.6% | -1.0% |
| 30D | -6.5% | -1.3% | -5.2% | -6.4% |
| 3M | -5.1% | -4.7% | -0.4% | -4.9% |
| 6M | +27.3% | -12.4% | +39.7% | +28.3% |
| YTD | +31.7% | -4.1% | +35.7% | +30.8% |
| 1Y | +13.0% | +3.3% | +9.6% | +11.2% |
| 3Y | +18.3% | +110.9% | -92.6% | +4.4% |
| 5Y | +7.4% | +124.8% | -117.4% | -7.6% |
| All | +63.9% | +225.0% | -161.1% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling