+83.5%
CHRW vs GLDM
+225.0%
-141.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.8% |
| 7D | +0.2% | +5.0% | -4.8% | 0.0% |
| 30D | -9.4% | -1.3% | -8.1% | -9.3% |
| 3M | -13.3% | -4.7% | -8.6% | -13.2% |
| 6M | -24.2% | -12.4% | -11.8% | -23.8% |
| YTD | -18.9% | -4.1% | -14.8% | -18.4% |
| 1Y | -12.4% | +3.3% | -15.7% | -11.9% |
| 3Y | +72.2% | +110.9% | -38.7% | +72.5% |
| 5Y | +53.4% | +124.8% | -71.4% | +52.1% |
| All | +83.5% | +225.0% | -141.5% | +108.7% |
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