+395.6%
CARR vs GLDM
+160.0%
+235.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +2.2% | -5.5% | +7.7% | +2.9% |
| 30D | -0.8% | -7.0% | +6.2% | 0.0% |
| 3M | -13.4% | -12.3% | -1.2% | -12.2% |
| 6M | -16.4% | -17.9% | +1.5% | -14.7% |
| YTD | +4.5% | -10.3% | +14.8% | +6.5% |
| 1Y | -1.4% | -7.8% | +6.4% | +0.5% |
| 3Y | +10.0% | +99.5% | -89.5% | +7.8% |
| 5Y | +4.2% | +106.5% | -102.3% | -0.2% |
| All | +395.6% | +160.0% | +235.6% | +584.9% |
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