+42.4%
CAVA vs GLDM
+112.7%
-70.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.9% |
| 7D | +0.5% | +5.0% | -4.5% | -0.8% |
| 30D | +16.2% | -1.3% | +17.5% | +16.6% |
| 3M | -0.1% | -4.7% | +4.6% | +1.1% |
| 6M | -21.5% | -12.4% | -9.1% | -19.0% |
| YTD | +6.2% | -4.1% | +10.3% | +7.9% |
| 1Y | +28.2% | +3.3% | +24.8% | +28.3% |
| 3Y | +97.7% | +110.9% | -13.2% | +9.1% |
| All | +42.4% | +112.7% | -70.3% | -17.7% |
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