+86.3%
HUT vs GLDM
+143.3%
-56.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.9% |
| 7D | +17.8% | -0.5% | +18.3% | +18.4% |
| 30D | +0.8% | +4.4% | -3.6% | -2.5% |
| 3M | -26.8% | -1.1% | -25.7% | -25.9% |
| 6M | +72.6% | -13.7% | +86.2% | +93.9% |
| YTD | +103.6% | +2.8% | +100.9% | +107.9% |
| 1Y | +265.3% | +24.8% | +240.4% | +238.7% |
| 3Y | +689.4% | +127.8% | +561.6% | +342.9% |
| All | +86.3% | +143.3% | -56.9% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling