+534.3%
CAH vs GLDM
+221.7%
+312.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | +6.7% | +1.9% | +4.8% | +6.6% |
| 30D | +14.7% | -1.7% | +16.4% | +14.7% |
| 3M | +12.0% | -3.5% | +15.5% | +12.0% |
| 6M | +36.2% | -10.1% | +46.3% | +36.4% |
| YTD | +31.3% | -5.0% | +36.3% | +30.9% |
| 1Y | +37.1% | +2.8% | +34.3% | +36.4% |
| 3Y | +178.3% | +105.1% | +73.2% | +173.4% |
| 5Y | +497.1% | +124.3% | +372.8% | +482.6% |
| All | +534.3% | +221.7% | +312.7% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling