+1.7%
HUT vs GLDM
+2.8%
-1.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.7% | -26.9% | -27.6% |
| 7D | -29.5% | -0.3% | -29.3% | -30.0% |
| 30D | -45.2% | -1.9% | -43.3% | -44.0% |
| 3M | -51.6% | -0.4% | -51.2% | -51.9% |
| 6M | -37.3% | -10.1% | -27.3% | -27.2% |
| YTD | +6.5% | -5.8% | +12.4% | +5.8% |
| 1Y | +1.7% | +3.1% | -1.4% | -25.1% |
| All | +1.7% | +2.8% | -1.0% | -25.1% |
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