+31.7%
HUM vs GLDM
+20.2%
+11.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.8% |
| 3M | +13.5% | +0.7% | +12.8% | +13.5% |
| 6M | +126.7% | -15.4% | +142.1% | +124.0% |
| YTD | +58.5% | +1.0% | +57.5% | +59.2% |
| 1Y | +31.7% | +19.7% | +12.0% | +10.0% |
| All | +31.7% | +20.2% | +11.6% | +10.0% |
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