-55.2%
HUBS vs GLDM
+126.1%
-181.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -3.1% |
| 7D | -4.3% | +0.7% | -5.0% | -4.2% |
| 30D | +14.2% | +0.3% | +13.9% | +14.3% |
| 3M | +15.5% | +0.7% | +14.8% | +16.0% |
| 6M | -18.9% | -15.4% | -3.5% | -19.6% |
| YTD | -40.1% | +1.0% | -41.1% | -41.1% |
| 1Y | -51.8% | +19.7% | -71.5% | -53.7% |
| 3Y | -55.2% | +126.5% | -181.7% | -63.1% |
| All | -55.2% | +126.1% | -181.3% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling