+248.5%
GLDM vs CNH
+82.1%
+166.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.0% |
| 7D | -0.5% | +23.3% | -23.8% | -1.1% |
| 30D | +4.4% | +33.5% | -29.1% | +3.5% |
| 3M | -1.1% | +32.7% | -33.8% | -1.9% |
| 6M | -13.7% | +22.2% | -35.8% | -14.4% |
| YTD | +2.8% | +57.7% | -54.9% | +1.5% |
| 1Y | +24.8% | +28.0% | -3.1% | +23.6% |
| 3Y | +127.8% | +11.5% | +116.3% | +125.1% |
| 5Y | +141.1% | +11.9% | +129.3% | +138.0% |
| All | +248.5% | +82.1% | +166.4% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling