+52.9%
CVS vs GLDM
+221.7%
-168.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | -10.0% | +1.9% | -11.8% | -9.8% |
| 30D | -5.2% | -1.7% | -3.5% | -5.2% |
| 3M | -17.4% | -3.5% | -13.8% | -17.4% |
| 6M | +2.1% | -10.1% | +12.2% | +2.0% |
| YTD | +5.6% | -5.0% | +10.7% | +6.1% |
| 1Y | +6.7% | +2.8% | +3.9% | +7.7% |
| 3Y | +29.6% | +105.1% | -75.5% | +34.1% |
| 5Y | +2.5% | +124.3% | -121.8% | +5.6% |
| All | +52.9% | +221.7% | -168.8% | +80.2% |
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