+816.6%
GLD vs CAH
+963.4%
-146.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | +5.4% | -5.9% | -0.5% |
| 30D | +4.4% | +3.3% | +1.1% | +4.4% |
| 3M | -1.1% | +22.8% | -23.9% | -1.0% |
| 6M | -13.8% | +11.3% | -25.0% | -13.7% |
| YTD | +2.6% | +21.1% | -18.5% | +2.8% |
| 1Y | +24.5% | +67.2% | -42.7% | +24.8% |
| 3Y | +125.8% | +195.6% | -69.8% | +127.3% |
| 5Y | +137.8% | +413.8% | -276.0% | +140.4% |
| 10Y | +221.4% | +309.6% | -88.2% | +224.8% |
| All | +816.6% | +963.4% | -146.9% | +853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling