+53.7%
HUM vs GLDM
+225.0%
-171.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | +3.1% | +5.0% | -1.9% | +3.2% |
| 30D | -1.8% | -1.3% | -0.5% | -1.8% |
| 3M | +10.2% | -4.7% | +14.9% | +10.1% |
| 6M | +54.6% | -12.4% | +67.0% | +54.0% |
| YTD | +66.8% | -4.1% | +70.9% | +66.5% |
| 1Y | +70.1% | +3.3% | +66.8% | +70.2% |
| 3Y | -11.3% | +110.9% | -122.3% | -13.0% |
| 5Y | -1.2% | +124.8% | -126.0% | -3.7% |
| All | +53.7% | +225.0% | -171.3% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling