+46.1%
HUM vs GLDM
+242.2%
-196.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.3% |
| 7D | +2.1% | +0.7% | +1.3% | +2.1% |
| 30D | +4.7% | +0.3% | +4.4% | +4.7% |
| 3M | +13.5% | +0.7% | +12.8% | +13.5% |
| 6M | +126.7% | -15.4% | +142.1% | +125.5% |
| YTD | +58.5% | +1.0% | +57.5% | +58.4% |
| 1Y | +31.7% | +19.7% | +12.0% | +32.0% |
| 3Y | -10.6% | +126.5% | -137.1% | -12.4% |
| 5Y | +2.5% | +142.5% | -140.0% | -0.2% |
| All | +46.1% | +242.2% | -196.1% | +50.8% |
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