+64.9%
HPQ vs GLDM
+216.5%
-151.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +0.5% | +2.9% | -2.3% | +0.3% |
| 30D | -5.9% | -3.9% | -2.0% | -5.7% |
| 3M | -3.7% | -8.1% | +4.4% | -3.3% |
| 6M | +28.1% | -14.7% | +42.8% | +29.4% |
| YTD | +32.5% | -6.6% | +39.1% | +31.8% |
| 1Y | +18.1% | -2.1% | +20.2% | +16.9% |
| 3Y | +16.4% | +107.7% | -91.3% | +2.8% |
| 5Y | +8.9% | +116.5% | -107.6% | -6.0% |
| All | +64.9% | +216.5% | -151.6% | +58.5% |
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 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