+282.0%
HUT vs GLDM
+221.7%
+60.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -7.0% | -6.8% |
| 7D | -30.8% | +1.9% | -32.7% | -32.4% |
| 30D | -50.2% | -1.7% | -48.5% | -49.7% |
| 3M | -50.5% | -3.5% | -46.9% | -49.1% |
| 6M | -42.9% | -10.1% | -32.9% | -37.7% |
| YTD | 0.0% | -5.0% | +5.1% | +7.5% |
| 1Y | -2.2% | +2.8% | -5.0% | +0.7% |
| 3Y | +289.4% | +105.1% | +184.3% | +144.5% |
| 5Y | -36.7% | +124.3% | -161.0% | -63.3% |
| All | +282.0% | +221.7% | +60.3% | +82.6% |
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