+558.7%
CAH vs GLDM
+212.7%
+345.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +5.9% | -2.0% | +7.9% | +6.0% |
| 30D | +16.5% | -4.4% | +21.0% | +16.6% |
| 3M | +15.7% | -8.8% | +24.6% | +15.8% |
| 6M | +52.7% | -15.9% | +68.6% | +53.1% |
| YTD | +36.3% | -7.7% | +44.0% | +36.0% |
| 1Y | +36.7% | -3.6% | +40.3% | +36.3% |
| 3Y | +178.2% | +105.2% | +72.9% | +173.3% |
| 5Y | +515.8% | +112.8% | +403.0% | +500.6% |
| All | +558.7% | +212.7% | +345.9% | +596.2% |
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