+78.3%
CHRW vs GLDM
+219.1%
-140.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +0.6% | +4.7% | -4.1% | +0.4% |
| 30D | -7.3% | -0.9% | -6.4% | -7.3% |
| 3M | -14.2% | -4.3% | -9.9% | -14.1% |
| 6M | -25.1% | -13.4% | -11.7% | -24.7% |
| YTD | -21.2% | -5.8% | -15.4% | -20.7% |
| 1Y | -14.2% | +2.1% | -16.2% | -13.6% |
| 3Y | +63.5% | +105.0% | -41.5% | +63.9% |
| 5Y | +49.6% | +122.5% | -72.9% | +48.5% |
| All | +78.3% | +219.1% | -140.8% | +103.0% |
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