+206.1%
GLD vs CAH
+418.0%
-211.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -4.6% | +3.5% | -8.0% | -4.6% |
| 30D | -5.5% | +13.5% | -18.9% | -5.5% |
| 3M | -10.9% | +21.8% | -32.8% | -11.0% |
| 6M | -17.4% | +51.5% | -69.0% | -17.6% |
| YTD | -10.3% | +38.1% | -48.4% | -10.5% |
| 1Y | -7.2% | +37.7% | -44.9% | -7.3% |
| 3Y | +96.9% | +179.6% | -82.7% | +95.6% |
| 5Y | +103.8% | +504.9% | -401.2% | +102.0% |
| All | +206.1% | +418.0% | -211.8% | +201.6% |
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