+178.4%
CAH vs GLDM
+104.2%
+74.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +8.5% | +4.7% | +3.8% | +8.4% |
| 30D | +17.0% | -0.9% | +17.9% | +17.0% |
| 3M | +14.3% | -4.3% | +18.6% | +14.4% |
| 6M | +42.2% | -13.4% | +55.6% | +42.6% |
| YTD | +33.2% | -5.8% | +39.0% | +32.2% |
| 1Y | +38.2% | +2.1% | +36.2% | +36.5% |
| 3Y | +178.4% | +105.0% | +73.3% | +169.8% |
| All | +178.4% | +104.2% | +74.2% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling