+70.3%
HPQ vs GLDM
+204.4%
-134.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.7% |
| 7D | +3.2% | -4.6% | +7.8% | +3.5% |
| 30D | -3.6% | -5.5% | +1.8% | -3.3% |
| 3M | -5.3% | -10.9% | +5.6% | -4.6% |
| 6M | +41.1% | -17.3% | +58.5% | +42.9% |
| YTD | +36.9% | -10.2% | +47.0% | +36.6% |
| 1Y | +23.5% | -6.9% | +30.5% | +22.8% |
| 3Y | +19.6% | +98.7% | -79.1% | +5.9% |
| 5Y | +11.4% | +106.7% | -95.3% | -3.5% |
| All | +70.3% | +204.4% | -134.0% | +64.2% |
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