+9.6%
HPQ vs GLDM
+107.5%
-97.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.1% |
| 7D | -1.9% | -5.5% | +3.6% | -1.5% |
| 30D | -5.7% | -7.0% | +1.3% | -5.4% |
| 3M | -0.4% | -12.3% | +11.9% | +0.2% |
| 6M | +40.0% | -17.9% | +57.9% | +41.5% |
| YTD | +34.6% | -10.3% | +44.9% | +33.7% |
| 1Y | +20.4% | -7.8% | +28.2% | +19.2% |
| 3Y | +18.3% | +99.5% | -81.2% | 0.0% |
| 5Y | +9.6% | +106.5% | -96.9% | -13.9% |
| All | +9.6% | +107.5% | -97.9% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling