+116.5%
GLDM vs CHD
+31.9%
+84.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.8% |
| 30D | -3.9% | +13.9% | -17.8% | -4.1% |
| 3M | -8.1% | +8.5% | -16.7% | -8.2% |
| 6M | -14.7% | +20.4% | -35.1% | -15.0% |
| YTD | -6.6% | +34.5% | -41.1% | -6.8% |
| 1Y | -2.1% | +33.8% | -35.8% | -2.3% |
| 3Y | +107.7% | +29.1% | +78.5% | +106.8% |
| 5Y | +116.5% | +31.2% | +85.2% | +110.5% |
| All | +116.5% | +31.9% | +84.6% | +110.5% |
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