+107.0%
GLDM vs CHD
+32.8%
+74.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +3.4% | -8.0% | -4.7% |
| 30D | -5.5% | +10.1% | -15.6% | -5.6% |
| 3M | -10.9% | +11.9% | -22.7% | -11.0% |
| 6M | -17.3% | +19.6% | -36.9% | -17.6% |
| YTD | -10.2% | +36.0% | -46.2% | -10.4% |
| 1Y | -6.9% | +34.8% | -41.7% | -7.2% |
| 3Y | +98.7% | +28.8% | +69.8% | +97.9% |
| All | +107.0% | +32.8% | +74.1% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling