+105.5%
CB vs GLDM
+126.2%
-20.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +2.6% |
| 30D | +11.2% | -1.7% | +12.9% | +11.1% |
| 3M | +5.7% | -3.5% | +9.3% | +5.6% |
| 6M | +15.9% | -10.1% | +26.0% | +15.6% |
| YTD | +20.2% | -5.0% | +25.2% | +19.6% |
| 1Y | +32.4% | +2.8% | +29.6% | +31.8% |
| 3Y | +75.5% | +105.1% | -29.6% | +76.8% |
| 5Y | +105.5% | +124.3% | -18.8% | +99.8% |
| All | +105.5% | +126.2% | -20.7% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling