+67.3%
CVS vs GLDM
+216.5%
-149.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +4.2% |
| 7D | -2.6% | +2.9% | -5.5% | -2.4% |
| 30D | +4.0% | -3.9% | +8.0% | +4.0% |
| 3M | -6.3% | -8.1% | +1.8% | -6.5% |
| 6M | -0.4% | -14.7% | +14.3% | -0.7% |
| YTD | +15.6% | -6.6% | +22.2% | +16.0% |
| 1Y | +18.3% | -2.1% | +20.4% | +19.0% |
| 3Y | +47.3% | +107.7% | -60.4% | +52.2% |
| 5Y | +13.2% | +116.5% | -103.3% | +16.3% |
| All | +67.3% | +216.5% | -149.2% | +96.9% |
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