-43.8%
CCL vs GLDM
+212.7%
-256.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -1.5% | -2.0% | +0.4% | -1.5% |
| 30D | +16.5% | -4.4% | +20.9% | +16.5% |
| 3M | +11.2% | -8.8% | +20.1% | +11.3% |
| 6M | +22.6% | -15.9% | +38.5% | +22.2% |
| YTD | +2.6% | -7.7% | +10.3% | +3.7% |
| 1Y | +17.0% | -3.6% | +20.5% | +18.9% |
| 3Y | +145.5% | +105.2% | +40.3% | +174.8% |
| 5Y | +36.1% | +112.8% | -76.7% | +50.2% |
| All | -43.8% | +212.7% | -256.6% | -30.5% |
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