+86.9%
HUM vs GLDM
-6.3%
+93.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.6% |
| 7D | +7.7% | -5.5% | +13.2% | +7.7% |
| 30D | +5.8% | -7.0% | +12.8% | +5.8% |
| 3M | +14.3% | -12.3% | +26.6% | +14.4% |
| 6M | +50.9% | -17.9% | +68.8% | +50.4% |
| YTD | +74.9% | -10.3% | +85.2% | +69.2% |
| 1Y | +86.9% | -7.8% | +94.7% | +76.3% |
| All | +86.9% | -6.3% | +93.2% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling