+86.8%
CHRW vs GLDM
+143.3%
-56.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -3.5% | +4.4% | -7.9% | -3.9% |
| 3M | -19.4% | -1.1% | -18.3% | -19.3% |
| 6M | -21.4% | -13.7% | -7.7% | -20.6% |
| YTD | -7.1% | +2.8% | -9.9% | -6.9% |
| 1Y | +17.8% | +24.8% | -7.0% | +17.9% |
| 3Y | +78.8% | +127.8% | -49.0% | +72.0% |
| All | +86.8% | +143.3% | -56.4% | +73.0% |
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 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