+557.1%
CAH vs GLDM
+216.5%
+340.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +9.4% | +2.9% | +6.6% | +9.4% |
| 30D | +16.5% | -3.9% | +20.4% | +16.5% |
| 3M | +17.0% | -8.1% | +25.1% | +17.1% |
| 6M | +51.4% | -14.7% | +66.1% | +51.7% |
| YTD | +36.0% | -6.6% | +42.5% | +35.7% |
| 1Y | +36.0% | -2.1% | +38.1% | +35.5% |
| 3Y | +177.5% | +107.7% | +69.8% | +172.6% |
| 5Y | +509.2% | +116.5% | +392.7% | +494.2% |
| All | +557.1% | +216.5% | +340.6% | +594.4% |
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