+57.5%
HUM vs GLDM
+219.1%
-161.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.3% |
| 7D | +4.6% | +4.7% | 0.0% | +4.7% |
| 30D | +9.6% | -0.9% | +10.5% | +9.6% |
| 3M | +18.4% | -4.3% | +22.7% | +18.3% |
| 6M | +76.9% | -13.4% | +90.3% | +76.2% |
| YTD | +71.0% | -5.8% | +76.8% | +70.6% |
| 1Y | +75.0% | +2.1% | +72.9% | +75.0% |
| 3Y | -7.7% | +105.0% | -112.7% | -9.4% |
| 5Y | +0.6% | +122.5% | -121.9% | -2.1% |
| All | +57.5% | +219.1% | -161.6% | +62.3% |
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 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