+218.2%
GLD vs CAH
+295.7%
-77.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | -2.2% | +2.4% | +0.1% |
| 30D | +0.2% | +1.2% | -1.0% | +0.2% |
| 3M | +3.2% | +13.1% | -9.9% | +3.2% |
| 6M | -14.6% | +8.5% | -23.1% | -14.6% |
| YTD | +1.8% | +17.6% | -15.8% | +1.8% |
| 1Y | +20.7% | +60.7% | -39.9% | +20.5% |
| 3Y | +126.5% | +183.2% | -56.7% | +125.6% |
| 5Y | +140.0% | +402.2% | -262.1% | +139.1% |
| 10Y | +218.2% | +302.3% | -84.1% | +215.8% |
| All | +218.2% | +295.7% | -77.5% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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