+62.1%
HUM vs GLDM
+212.7%
-150.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | +6.9% | -2.0% | +8.9% | +6.9% |
| 30D | +3.2% | -4.4% | +7.6% | +3.1% |
| 3M | +20.0% | -8.8% | +28.8% | +19.7% |
| 6M | +63.5% | -15.9% | +79.3% | +62.7% |
| YTD | +75.9% | -7.7% | +83.6% | +75.4% |
| 1Y | +85.7% | -3.6% | +89.3% | +85.4% |
| 3Y | -6.1% | +105.2% | -111.3% | -8.1% |
| 5Y | +5.1% | +112.8% | -107.6% | +2.4% |
| All | +62.1% | +212.7% | -150.7% | +66.9% |
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