+145.9%
GLDM vs CHD
+23.9%
+122.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -2.7% | +2.1% | -0.5% |
| 30D | +4.4% | -4.6% | +9.0% | +4.5% |
| 3M | -1.1% | +5.0% | -6.1% | -1.2% |
| 6M | -13.7% | -3.2% | -10.5% | -13.7% |
| YTD | +2.8% | +18.6% | -15.9% | +2.7% |
| 1Y | +24.8% | +4.8% | +20.0% | +25.0% |
| 3Y | +127.8% | +6.1% | +121.7% | +127.7% |
| All | +145.9% | +23.9% | +122.0% | +144.2% |
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 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