+306.8%
HUT vs GLDM
+219.0%
+87.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.7% | -26.9% | -26.0% |
| 7D | -29.5% | -0.3% | -29.3% | -29.9% |
| 30D | -45.2% | -1.9% | -43.3% | -44.5% |
| 3M | -51.6% | -0.4% | -51.2% | -51.7% |
| 6M | -37.3% | -10.1% | -27.3% | -31.5% |
| YTD | +6.5% | -5.8% | +12.4% | +15.3% |
| 1Y | +1.7% | +3.1% | -1.4% | +4.8% |
| 3Y | +314.7% | +103.4% | +211.4% | +162.3% |
| 5Y | -33.4% | +125.5% | -158.9% | -61.4% |
| All | +306.8% | +219.0% | +87.8% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling