-75.2%
HUBS vs GLDM
+112.9%
-188.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.0% |
| 7D | -6.4% | -2.0% | -4.4% | -6.3% |
| 30D | -9.2% | -4.4% | -4.7% | -9.1% |
| 3M | -8.0% | -8.8% | +0.9% | -7.9% |
| 6M | +6.0% | -15.9% | +21.9% | +6.6% |
| YTD | -49.4% | -7.7% | -41.8% | -50.9% |
| 1Y | -48.6% | -3.6% | -45.0% | -50.6% |
| 3Y | -52.7% | +105.2% | -157.9% | -67.4% |
| 5Y | -75.2% | +112.8% | -188.0% | -85.3% |
| All | -75.2% | +112.9% | -188.1% | -85.3% |
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 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