+57.6%
CVS vs GLDM
+219.1%
-161.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.0% |
| 7D | -7.1% | +4.7% | -11.8% | -6.8% |
| 30D | -4.0% | -0.9% | -3.1% | -3.9% |
| 3M | -12.2% | -4.3% | -7.9% | -12.3% |
| 6M | -2.2% | -13.4% | +11.2% | -2.4% |
| YTD | +8.9% | -5.8% | +14.7% | +9.3% |
| 1Y | +9.9% | +2.1% | +7.8% | +10.8% |
| 3Y | +32.1% | +105.0% | -72.9% | +36.6% |
| 5Y | +5.7% | +122.5% | -116.8% | +8.8% |
| All | +57.6% | +219.1% | -161.5% | +85.6% |
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