+141.7%
CAT vs GLDM
+105.8%
+35.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.6% |
| 7D | -14.5% | +1.9% | -16.4% | -15.0% |
| 30D | -35.7% | -1.7% | -34.0% | -35.4% |
| 3M | -36.3% | -3.5% | -32.8% | -35.7% |
| 6M | -38.5% | -10.1% | -28.5% | -36.9% |
| YTD | -2.5% | -5.0% | +2.5% | -0.5% |
| 1Y | -1.9% | +2.8% | -4.7% | -1.0% |
| All | +141.7% | +105.8% | +35.8% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling