+183.3%
CAT vs GLDM
+121.8%
+61.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -10.3% | +4.7% | -15.0% | -11.6% |
| 30D | -31.2% | -0.9% | -30.3% | -31.0% |
| 3M | -34.7% | -4.3% | -30.3% | -33.9% |
| 6M | -39.5% | -13.4% | -26.1% | -37.3% |
| YTD | -1.7% | -5.8% | +4.2% | +0.1% |
| 1Y | -1.1% | +2.1% | -3.2% | -0.9% |
| 3Y | +143.9% | +105.0% | +38.8% | +102.1% |
| All | +183.3% | +121.8% | +61.5% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling