-43.7%
CCL vs GLDM
+216.5%
-260.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +5.8% | +2.9% | +2.9% | +5.7% |
| 30D | +17.3% | -3.9% | +21.2% | +17.3% |
| 3M | +11.3% | -8.1% | +19.5% | +11.4% |
| 6M | +18.5% | -14.7% | +33.2% | +18.0% |
| YTD | +2.8% | -6.6% | +9.4% | +3.9% |
| 1Y | +16.7% | -2.1% | +18.8% | +18.7% |
| 3Y | +146.0% | +107.7% | +38.3% | +175.3% |
| 5Y | +33.6% | +116.5% | -82.8% | +47.6% |
| All | -43.7% | +216.5% | -260.2% | -30.3% |
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