+35.7%
HST vs GLDM
+24.7%
+10.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -12.3% | +4.4% | -16.7% | -12.7% |
| 3M | -6.4% | -1.1% | -5.3% | -6.5% |
| 6M | +15.0% | -13.7% | +28.7% | +15.7% |
| YTD | +30.5% | +2.8% | +27.7% | +31.4% |
| 1Y | +35.7% | +24.8% | +10.8% | +44.3% |
| All | +35.7% | +24.7% | +10.9% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling