+145.2%
CCL vs GLDM
+105.8%
+39.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.4% | -5.7% |
| 7D | +2.6% | +1.9% | +0.7% | +2.1% |
| 30D | +11.3% | -1.7% | +13.0% | +11.6% |
| 3M | +0.3% | -3.5% | +3.8% | +0.8% |
| 6M | +16.1% | -10.1% | +26.2% | +17.9% |
| YTD | -1.6% | -5.0% | +3.5% | +0.5% |
| 1Y | +11.8% | +2.8% | +9.0% | +13.9% |
| All | +145.2% | +105.8% | +39.4% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling