+87.6%
HPQ vs GLDM
+248.1%
-160.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +6.9% | -0.5% | +7.5% | +7.0% |
| 30D | +14.4% | +4.4% | +10.0% | +14.0% |
| 3M | +25.6% | -1.1% | +26.7% | +25.6% |
| 6M | +75.0% | -13.7% | +88.7% | +76.9% |
| YTD | +50.7% | +2.8% | +47.9% | +49.0% |
| 1Y | +18.7% | +24.8% | -6.2% | +14.4% |
| 3Y | +21.5% | +127.8% | -106.3% | +6.6% |
| 5Y | +31.6% | +141.1% | -109.6% | +12.7% |
| All | +87.6% | +248.1% | -160.6% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling