+235.7%
CB vs GLDM
+219.1%
+16.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.2% | +4.7% | -4.4% | +0.3% |
| 30D | +9.1% | -0.9% | +9.9% | +9.0% |
| 3M | +3.4% | -4.3% | +7.7% | +3.3% |
| 6M | +14.1% | -13.4% | +27.5% | +14.1% |
| YTD | +18.0% | -5.8% | +23.8% | +17.6% |
| 1Y | +30.1% | +2.1% | +28.1% | +29.4% |
| 3Y | +71.8% | +105.0% | -33.2% | +67.4% |
| 5Y | +101.8% | +122.5% | -20.7% | +94.6% |
| All | +235.7% | +219.1% | +16.6% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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