+65.1%
HPQ vs GLDM
+219.1%
-154.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 6M | +35.9% | -13.4% | +49.3% | +37.1% |
| YTD | +32.7% | -5.8% | +38.5% | +31.9% |
| 1Y | +14.3% | +2.1% | +12.2% | +12.6% |
| 3Y | +17.8% | +105.0% | -87.2% | +4.3% |
| 5Y | +7.6% | +122.5% | -114.9% | -7.4% |
| All | +65.1% | +219.1% | -154.0% | +58.6% |
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 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