+17.4%
HPQ vs GLDM
+1.2%
+16.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.6% | +5.0% | -5.6% | -0.7% |
| 30D | -6.5% | -1.3% | -5.2% | -6.7% |
| 3M | -5.1% | -4.7% | -0.4% | -5.6% |
| 6M | +27.3% | -12.4% | +39.7% | +26.5% |
| YTD | +31.7% | -4.1% | +35.7% | +22.5% |
| All | +17.4% | +1.2% | +16.1% | +2.6% |
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