+28.1%
CVS vs GLDM
+105.8%
-77.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | -10.0% | +1.9% | -11.8% | -9.6% |
| 30D | -5.2% | -1.7% | -3.5% | -5.1% |
| 3M | -17.4% | -3.5% | -13.8% | -17.4% |
| 6M | +2.1% | -10.1% | +12.2% | +1.9% |
| YTD | +5.6% | -5.0% | +10.7% | +7.2% |
| 1Y | +6.7% | +2.8% | +3.9% | +9.9% |
| All | +28.1% | +105.8% | -77.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling