+60.2%
CVS vs GLDM
+225.0%
-164.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.8% |
| 7D | -3.7% | +5.0% | -8.7% | -3.3% |
| 30D | -0.3% | -1.3% | +1.0% | -0.2% |
| 3M | -10.3% | -4.7% | -5.6% | -10.3% |
| 6M | -4.6% | -12.4% | +7.8% | -4.7% |
| YTD | +10.7% | -4.1% | +14.8% | +11.3% |
| 1Y | +11.2% | +3.3% | +7.9% | +12.3% |
| 3Y | +43.0% | +110.9% | -67.9% | +48.1% |
| 5Y | +8.6% | +124.8% | -116.2% | +11.9% |
| All | +60.2% | +225.0% | -164.8% | +89.0% |
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