+1,939.9%
HWM vs GLDM
+248.1%
+1,691.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -11.0% | +4.4% | -15.4% | -11.5% |
| 3M | +4.0% | -1.1% | +5.1% | +3.9% |
| 6M | -0.2% | -13.7% | +13.4% | +0.8% |
| YTD | +26.7% | +2.8% | +23.9% | +26.5% |
| 1Y | +44.7% | +24.8% | +19.9% | +42.8% |
| 3Y | +426.1% | +127.8% | +298.3% | +393.6% |
| 5Y | +738.5% | +141.1% | +597.4% | +674.0% |
| All | +1,939.9% | +248.1% | +1,691.8% | +1,874.3% |
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