-46.1%
CCL vs GLDM
+219.1%
-265.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +2.6% | +4.7% | -2.1% | +2.5% |
| 30D | +13.1% | -0.9% | +14.0% | +13.1% |
| 3M | +3.3% | -4.3% | +7.6% | +3.3% |
| 6M | +8.7% | -13.4% | +22.1% | +8.3% |
| YTD | -1.6% | -5.8% | +4.2% | -0.6% |
| 1Y | +14.0% | +2.1% | +11.9% | +16.3% |
| 3Y | +145.1% | +105.0% | +40.1% | +173.0% |
| 5Y | +21.2% | +122.5% | -101.3% | +34.8% |
| All | -46.1% | +219.1% | -265.2% | -33.3% |
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