+337.7%
HUT vs GLDM
+219.1%
+118.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.8% | +15.4% | +15.2% |
| 7D | -11.4% | +4.7% | -16.0% | -15.5% |
| 30D | -41.0% | -0.9% | -40.2% | -40.9% |
| 3M | -41.9% | -4.3% | -37.6% | -40.0% |
| 6M | -51.7% | -13.4% | -38.3% | -46.1% |
| YTD | +14.6% | -5.8% | +20.4% | +23.8% |
| 1Y | +21.4% | +2.1% | +19.3% | +25.6% |
| 3Y | +359.8% | +105.0% | +254.8% | +188.7% |
| 5Y | -27.5% | +122.5% | -150.0% | -57.7% |
| All | +337.7% | +219.1% | +118.6% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling