+722.8%
GLD vs CAH
+1,096.4%
-373.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.1% |
| 7D | -2.0% | +5.9% | -7.9% | -1.9% |
| 30D | -4.4% | +16.5% | -21.0% | -4.4% |
| 3M | -8.9% | +15.7% | -24.7% | -8.9% |
| 6M | -16.0% | +52.7% | -68.7% | -15.8% |
| YTD | -7.9% | +36.3% | -44.1% | -7.7% |
| 1Y | -3.9% | +36.7% | -40.6% | -3.7% |
| 3Y | +103.4% | +178.2% | -74.7% | +104.5% |
| 5Y | +109.7% | +515.8% | -406.0% | +112.3% |
| 10Y | +211.8% | +411.8% | -200.0% | +215.7% |
| All | +722.8% | +1,096.4% | -373.6% | +756.5% |
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