+1,520.4%
HWM vs GLDM
+219.1%
+1,301.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | +3.4% | +4.7% | -1.3% | +2.7% |
| 30D | -7.5% | -0.9% | -6.7% | -7.4% |
| 3M | -28.9% | -4.3% | -24.6% | -28.5% |
| 6M | -19.6% | -13.4% | -6.2% | -18.4% |
| YTD | +0.6% | -5.8% | +6.4% | +1.6% |
| 1Y | +0.3% | +2.1% | -1.7% | +0.9% |
| 3Y | +326.1% | +105.0% | +221.1% | +304.8% |
| 5Y | +525.2% | +122.5% | +402.7% | +483.5% |
| All | +1,520.4% | +219.1% | +1,301.4% | +1,485.8% |
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