+545.1%
CAH vs GLDM
+219.1%
+326.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +14.6% | -4.3% | +18.9% | +14.6% |
| 6M | +42.5% | -13.4% | +55.9% | +42.8% |
| YTD | +33.5% | -5.8% | +39.3% | +33.2% |
| 1Y | +38.5% | +2.1% | +36.5% | +37.9% |
| 3Y | +179.0% | +105.0% | +74.0% | +174.1% |
| 5Y | +507.2% | +122.5% | +384.7% | +492.6% |
| All | +545.1% | +219.1% | +326.0% | +581.6% |
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