+8.7%
HPQ vs GLDM
+121.8%
-113.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | -1.1% | +4.7% | -5.8% | -1.4% |
| 30D | -11.7% | -0.9% | -10.9% | -11.7% |
| 3M | +2.0% | -4.3% | +6.3% | +2.0% |
| 6M | +35.9% | -13.4% | +49.3% | +36.8% |
| YTD | +32.7% | -5.8% | +38.5% | +31.4% |
| 1Y | +14.3% | +2.1% | +12.2% | +12.0% |
| 3Y | +17.8% | +105.0% | -87.2% | -0.2% |
| All | +8.7% | +121.8% | -113.0% | -14.0% |
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