+720.6%
HUT vs GLDM
+128.8%
+591.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.9% |
| 7D | +17.8% | -0.5% | +18.3% | +18.3% |
| 30D | +0.8% | +4.4% | -3.6% | -2.2% |
| 3M | -26.8% | -1.1% | -25.7% | -25.9% |
| 6M | +72.6% | -13.7% | +86.2% | +91.0% |
| YTD | +103.6% | +2.8% | +100.9% | +113.5% |
| 1Y | +265.3% | +24.8% | +240.4% | +274.4% |
| All | +720.6% | +128.8% | +591.8% | +576.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling