-3.6%
GLDM vs CHD
+33.4%
-37.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -17.7% |
| YTD | -7.7% | +34.9% | -42.5% | -8.0% |
| 1Y | -3.6% | +32.7% | -36.3% | -3.8% |
| All | -3.6% | +33.4% | -37.0% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling