+385.9%
CAT vs GLDM
+221.7%
+164.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.5% |
| 7D | -14.5% | +1.9% | -16.4% | -14.8% |
| 30D | -35.7% | -1.7% | -34.0% | -35.5% |
| 3M | -36.3% | -3.5% | -32.8% | -35.9% |
| 6M | -38.5% | -10.1% | -28.5% | -37.6% |
| YTD | -2.5% | -5.0% | +2.5% | -1.2% |
| 1Y | -1.9% | +2.8% | -4.7% | -1.0% |
| 3Y | +139.2% | +105.1% | +34.1% | +132.5% |
| 5Y | +192.1% | +124.3% | +67.9% | +181.0% |
| All | +385.9% | +221.7% | +164.3% | +416.2% |
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