He also has a Silver War Badge which shows he joined the Coldstream in December 1900. He went to France on 11 September 1914 when the CG battalions were already there so at the moment we can't tell which battalion he served with (there were 3 in his time frame) . He was discharged in October 1916 with chronic nephritis (a kidney disease).
This link:
https://coldstreamguards.org.uk/pages/history will take you to the CG history although not knowing his battalion means we can't be sure where to place him!
There is a pension record card for him in the Fold3 (extra subscription) element of Ancestry. I doubt it will say what battalion he was with though.
In 1901 he was at the Guards Depot in training, can't find him in 1911.
CaroleW is absolutely right but there is a twist with the Guards regiments. Up until recently, in the case of the CG Oct 1918, the regiments kept duplicate copies of their service records which were not among those destroyed and which one could apply to the regimental archivists for. These though are now all at Glasgow and can be applied for in the same way as post 1920/21 records.
https://www.gov.uk/get-copy-military-service-records.
There is also another avenue I wish to explore. I'll get back.
Max