+204.3%
GLDM vs CHD
+139.7%
+64.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -7.0% | +11.6% | -18.6% | -7.5% |
| 3M | -12.3% | +10.7% | -23.0% | -12.7% |
| 6M | -17.9% | +20.2% | -38.2% | -18.7% |
| YTD | -10.3% | +34.5% | -44.8% | -11.5% |
| 1Y | -7.8% | +32.6% | -40.3% | -9.0% |
| 3Y | +99.5% | +29.1% | +70.4% | +96.4% |
| 5Y | +106.5% | +31.5% | +74.9% | +101.6% |
| All | +204.3% | +139.7% | +64.6% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling