+73.9%
HUBS vs GLDM
+239.3%
-165.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.7% |
| 7D | -12.4% | -3.4% | -9.0% | -12.1% |
| 30D | +1.4% | -1.1% | +2.5% | +1.5% |
| 3M | +16.0% | +5.9% | +10.1% | +15.2% |
| 6M | -17.0% | -16.9% | -0.1% | -15.0% |
| YTD | -44.3% | +0.2% | -44.5% | -45.7% |
| 1Y | -54.3% | +18.6% | -72.9% | -57.7% |
| 3Y | -58.4% | +124.6% | -183.0% | -69.4% |
| 5Y | -66.7% | +140.6% | -207.3% | -76.5% |
| All | +73.9% | +239.3% | -165.4% | +32.2% |
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