+2.0%
HUM vs GLDM
+143.3%
-141.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.1% |
| 30D | +10.4% | +4.4% | +6.0% | +10.8% |
| 3M | +15.1% | -1.1% | +16.1% | +14.9% |
| 6M | +120.9% | -13.7% | +134.6% | +118.3% |
| YTD | +57.9% | +2.8% | +55.2% | +58.6% |
| 1Y | +30.6% | +24.8% | +5.7% | +33.4% |
| 3Y | -9.6% | +127.8% | -137.4% | -7.1% |
| All | +2.0% | +143.3% | -141.3% | +3.0% |
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 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