+138.9%
GLD vs CAH
+400.8%
-261.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.7% |
| 7D | +0.7% | +0.5% | +0.3% | +0.8% |
| 30D | +0.3% | +1.7% | -1.4% | +0.3% |
| 3M | +0.6% | +17.9% | -17.2% | +0.4% |
| 6M | -15.6% | +10.9% | -26.5% | -15.6% |
| YTD | +0.9% | +17.9% | -17.0% | +0.7% |
| 1Y | +19.4% | +61.7% | -42.3% | +18.2% |
| 3Y | +124.5% | +183.7% | -59.3% | +119.3% |
| 5Y | +138.9% | +401.3% | -262.4% | +125.2% |
| All | +138.9% | +400.8% | -261.8% | +125.2% |
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