+14.9%
GLDM vs CAI
-11.3%
+26.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.7% |
| 7D | -5.5% | -8.0% | +2.5% | -5.0% |
| 30D | -7.0% | -18.9% | +11.9% | -6.1% |
| 3M | -12.3% | +7.6% | -19.9% | -13.2% |
| 6M | -17.9% | +43.0% | -60.9% | -20.2% |
| YTD | -10.3% | -11.2% | +0.9% | -11.6% |
| 1Y | -7.8% | -3.3% | -4.5% | -9.2% |
| All | +14.9% | -11.3% | +26.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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