+71.8%
HST vs GLDM
+126.2%
-54.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -5.8% |
| 7D | -4.2% | +1.9% | -6.0% | -4.4% |
| 30D | +9.6% | -1.7% | +11.2% | +9.7% |
| 3M | -1.1% | -3.5% | +2.4% | -0.8% |
| 6M | +21.1% | -10.1% | +31.2% | +22.1% |
| YTD | +47.1% | -5.0% | +52.1% | +47.5% |
| 1Y | +64.0% | +2.8% | +61.2% | +63.4% |
| 3Y | +77.1% | +105.1% | -28.0% | +57.3% |
| 5Y | +71.8% | +124.3% | -52.5% | +41.1% |
| All | +71.8% | +126.2% | -54.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling