+1,519.3%
HWM vs GLDM
+219.1%
+1,300.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.3% | +4.7% | -1.4% | +2.6% |
| 30D | -7.6% | -0.9% | -6.7% | -7.5% |
| 3M | -28.9% | -4.3% | -24.6% | -28.6% |
| 6M | -19.7% | -13.4% | -6.3% | -18.4% |
| YTD | +0.5% | -5.8% | +6.3% | +1.5% |
| 1Y | +0.3% | +2.1% | -1.8% | +0.8% |
| 3Y | +325.8% | +105.0% | +220.8% | +304.5% |
| 5Y | +524.7% | +122.5% | +402.2% | +483.1% |
| All | +1,519.3% | +219.1% | +1,300.2% | +1,484.7% |
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