+378.6%
HUT vs GLDM
+204.4%
+174.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.2% | -7.2% |
| 7D | +9.3% | -4.6% | +14.0% | +13.2% |
| 30D | -23.1% | -5.5% | -17.6% | -20.3% |
| 3M | -30.6% | -10.9% | -19.7% | -24.4% |
| 6M | -46.9% | -17.3% | -29.5% | -38.6% |
| YTD | +25.3% | -10.2% | +35.5% | +40.1% |
| 1Y | +59.8% | -6.9% | +66.8% | +75.5% |
| 3Y | +467.2% | +98.7% | +368.5% | +264.5% |
| 5Y | -24.6% | +106.7% | -131.4% | -53.7% |
| All | +378.6% | +204.4% | +174.2% | +138.1% |
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 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