+110.1%
CHRW vs GLDM
+248.1%
-138.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -19.4% | -1.1% | -18.3% | -19.4% |
| 6M | -21.4% | -13.7% | -7.7% | -21.0% |
| YTD | -7.1% | +2.8% | -9.9% | -6.9% |
| 1Y | +17.8% | +24.8% | -7.0% | +18.4% |
| 3Y | +78.8% | +127.8% | -49.0% | +78.6% |
| 5Y | +83.5% | +141.1% | -57.6% | +81.6% |
| All | +110.1% | +248.1% | -138.1% | +138.4% |
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