+23.5%
HPQ vs GLDM
-8.0%
+31.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.7% |
| 7D | +3.2% | -4.6% | +7.8% | +3.2% |
| 30D | -3.6% | -5.5% | +1.8% | -3.8% |
| 3M | -5.3% | -10.9% | +5.6% | -5.8% |
| 6M | +41.1% | -17.3% | +58.5% | +40.2% |
| YTD | +36.9% | -10.2% | +47.0% | +28.1% |
| 1Y | +23.5% | -6.9% | +30.5% | +10.6% |
| All | +23.5% | -8.0% | +31.5% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling