+19.3%
HYG vs GLDM
+141.3%
-122.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -0.1% | +0.3% | -0.4% | -0.1% |
| 3M | +1.0% | +0.7% | +0.3% | +0.8% |
| 6M | +2.3% | -15.4% | +17.8% | +3.8% |
| YTD | +2.1% | +1.0% | +1.1% | +1.3% |
| 1Y | +3.8% | +19.7% | -16.0% | +0.5% |
| 3Y | +26.7% | +126.5% | -99.8% | +8.6% |
| 5Y | +19.3% | +142.5% | -123.2% | -1.5% |
| All | +19.3% | +141.3% | -122.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling