+66.2%
HST vs GLDM
+219.1%
-152.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -2.7% | +4.7% | -7.3% | -2.7% |
| 30D | +10.7% | -0.9% | +11.6% | +10.7% |
| 3M | +6.3% | -4.3% | +10.6% | +6.2% |
| 6M | +19.0% | -13.4% | +32.4% | +18.5% |
| YTD | +47.0% | -5.8% | +52.8% | +47.7% |
| 1Y | +53.4% | +2.1% | +51.4% | +55.1% |
| 3Y | +78.0% | +105.0% | -27.0% | +90.4% |
| 5Y | +71.7% | +122.5% | -50.8% | +83.7% |
| All | +66.2% | +219.1% | -152.9% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling