+1,480.7%
HWM vs GLDM
+221.7%
+1,259.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.0% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | -13.3% | -1.7% | -11.6% | -13.1% |
| 3M | -31.0% | -3.5% | -27.5% | -30.8% |
| 6M | -17.1% | -10.1% | -7.1% | -16.2% |
| YTD | -1.9% | -5.0% | +3.2% | -1.0% |
| 1Y | -2.4% | +2.8% | -5.2% | -2.0% |
| 3Y | +322.2% | +105.1% | +217.1% | +300.9% |
| 5Y | +509.8% | +124.3% | +385.5% | +468.6% |
| All | +1,480.7% | +221.7% | +1,259.0% | +1,445.3% |
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