+43.4%
HYG vs GLDM
+245.4%
-202.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.1% | +0.3% | -0.3% | -0.1% |
| 3M | +0.7% | +3.3% | -2.6% | +0.3% |
| 6M | +1.5% | -14.5% | +16.0% | +2.9% |
| YTD | +1.9% | +1.9% | 0.0% | +1.2% |
| 1Y | +3.7% | +21.1% | -17.4% | +0.8% |
| 3Y | +26.5% | +128.6% | -102.1% | +12.7% |
| 5Y | +19.0% | +143.8% | -124.8% | +4.5% |
| All | +43.4% | +245.4% | -202.0% | +25.2% |
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