+0.4%
HUM vs GLDM
+121.8%
-121.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.3% |
| 7D | +4.6% | +4.7% | 0.0% | +4.9% |
| 30D | +9.6% | -0.9% | +10.5% | +9.6% |
| 3M | +18.4% | -4.3% | +22.7% | +18.1% |
| 6M | +76.9% | -13.4% | +90.3% | +75.1% |
| YTD | +71.0% | -5.8% | +76.8% | +70.8% |
| 1Y | +75.0% | +2.1% | +72.9% | +76.3% |
| 3Y | -7.7% | +105.0% | -112.7% | -5.7% |
| All | +0.4% | +121.8% | -121.4% | -1.5% |
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