+121.6%
GLD vs CAH
+501.6%
-380.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.9% |
| 7D | +4.9% | +7.8% | -2.9% | +4.8% |
| 30D | -1.3% | +15.5% | -16.8% | -1.6% |
| 3M | -4.8% | +16.3% | -21.1% | -5.1% |
| 6M | -12.5% | +50.0% | -62.5% | -13.3% |
| YTD | -4.2% | +34.7% | -39.0% | -4.7% |
| 1Y | +3.0% | +35.9% | -32.9% | +2.5% |
| 3Y | +109.1% | +178.5% | -69.4% | +103.0% |
| 5Y | +121.6% | +515.7% | -394.1% | +107.1% |
| All | +121.6% | +501.6% | -380.1% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling