+216.8%
GLDM vs CHD
+139.7%
+77.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +2.9% | +2.4% | +0.5% | +2.8% |
| 30D | -3.9% | +13.9% | -17.8% | -4.5% |
| 3M | -8.1% | +8.5% | -16.7% | -8.5% |
| 6M | -14.7% | +20.4% | -35.1% | -15.5% |
| YTD | -6.6% | +34.5% | -41.1% | -7.9% |
| 1Y | -2.1% | +33.8% | -35.8% | -3.4% |
| 3Y | +107.7% | +29.1% | +78.5% | +104.5% |
| 5Y | +116.5% | +31.2% | +85.2% | +111.4% |
| All | +216.8% | +139.7% | +77.0% | +206.2% |
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