+33.0%
CAVA vs GLDM
+99.2%
-66.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.6% | -4.6% | +3.1% | -0.2% |
| 30D | +12.9% | -5.5% | +18.3% | +14.6% |
| 3M | -19.3% | -10.9% | -8.5% | -16.8% |
| 6M | -19.5% | -17.3% | -2.1% | -15.6% |
| YTD | -0.8% | -10.2% | +9.4% | +2.6% |
| 1Y | +20.8% | -6.9% | +27.7% | +24.1% |
| 3Y | +85.7% | +98.7% | -13.0% | +3.2% |
| All | +33.0% | +99.2% | -66.2% | -21.7% |
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 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