-36.5%
CCI vs GLDM
+116.0%
-152.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.4% | +2.3% |
| 7D | +3.2% | +2.9% | +0.3% | +2.6% |
| 30D | +12.2% | -3.9% | +16.1% | +13.0% |
| 3M | +23.1% | -8.1% | +31.3% | +25.1% |
| 6M | +1.3% | -14.7% | +16.0% | +4.5% |
| YTD | +4.5% | -6.6% | +11.1% | +4.0% |
| 1Y | +2.3% | -2.1% | +4.4% | +0.3% |
| 3Y | +9.8% | +107.7% | -97.9% | -19.4% |
| 5Y | -36.5% | +116.5% | -153.0% | -56.0% |
| All | -36.5% | +116.0% | -152.5% | -56.0% |
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