+213.0%
GLDM vs CHD
+140.3%
+72.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -4.4% | +12.2% | -16.6% | -4.9% |
| 3M | -8.8% | +9.3% | -18.2% | -9.2% |
| 6M | -15.9% | +24.3% | -40.1% | -16.8% |
| YTD | -7.7% | +34.9% | -42.5% | -9.0% |
| 1Y | -3.6% | +32.7% | -36.3% | -4.9% |
| 3Y | +105.2% | +29.4% | +75.8% | +102.0% |
| 5Y | +112.8% | +31.7% | +81.1% | +107.7% |
| All | +213.0% | +140.3% | +72.8% | +202.6% |
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