+37.4%
CAVA vs GLDM
+123.9%
-86.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | -3.7% | +0.3% | -4.0% | -3.6% |
| 3M | -18.3% | +0.7% | -19.0% | -18.5% |
| 6M | -23.5% | -15.4% | -8.0% | -20.4% |
| YTD | +2.5% | +1.0% | +1.5% | +2.8% |
| 1Y | -8.0% | +19.7% | -27.7% | -12.6% |
| 3Y | +53.5% | +126.5% | -73.0% | -17.4% |
| All | +37.4% | +123.9% | -86.5% | -21.6% |
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 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