+42.5%
CAH vs GLDM
-13.2%
+55.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +8.5% | +4.7% | +3.8% | +8.6% |
| 30D | +17.0% | -0.9% | +17.9% | +16.7% |
| 3M | +14.6% | -4.3% | +18.9% | +14.5% |
| 6M | +42.5% | -13.4% | +55.9% | +37.5% |
| All | +42.5% | -13.2% | +55.8% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling