+225.3%
GLDM vs CNH
+62.1%
+163.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | +1.6% |
| 7D | +5.0% | +8.6% | -3.6% | +4.7% |
| 30D | -1.3% | +12.6% | -13.9% | -1.6% |
| 3M | -4.7% | +17.5% | -22.2% | -5.2% |
| 6M | -12.4% | +18.1% | -30.5% | -12.9% |
| YTD | -4.1% | +40.4% | -44.4% | -5.0% |
| 1Y | +3.3% | +34.0% | -30.6% | +2.4% |
| 3Y | +110.9% | +35.3% | +75.6% | +108.4% |
| 5Y | +124.8% | -5.1% | +129.9% | +122.3% |
| All | +225.3% | +62.1% | +163.3% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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