+70.8%
HPQ vs GLDM
+221.7%
-150.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | -7.5% | +1.9% | -9.4% | -7.6% |
| 30D | -7.2% | -1.7% | -5.5% | -7.2% |
| 3M | +4.2% | -3.5% | +7.8% | +4.3% |
| 6M | +42.3% | -10.1% | +52.3% | +43.1% |
| YTD | +37.2% | -5.0% | +42.3% | +36.4% |
| 1Y | +16.1% | +2.8% | +13.4% | +14.4% |
| 3Y | +21.5% | +105.1% | -83.6% | +7.5% |
| 5Y | +11.3% | +124.3% | -113.0% | -4.3% |
| All | +70.8% | +221.7% | -150.9% | +64.0% |
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 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