+82.6%
CHRW vs GLDM
+221.7%
-139.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.6% |
| 30D | -5.0% | -1.7% | -3.3% | -4.9% |
| 3M | -16.1% | -3.5% | -12.6% | -16.1% |
| 6M | -22.6% | -10.1% | -12.6% | -22.3% |
| YTD | -19.3% | -5.0% | -14.2% | -18.8% |
| 1Y | -14.9% | +2.8% | -17.7% | -14.4% |
| 3Y | +68.0% | +105.1% | -37.1% | +68.4% |
| 5Y | +53.2% | +124.3% | -71.1% | +52.0% |
| All | +82.6% | +221.7% | -139.1% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling