+1.4%
CCL vs GLDM
+143.3%
-141.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -20.3% | +4.4% | -24.7% | -20.9% |
| 3M | -15.1% | -1.1% | -14.1% | -15.2% |
| 6M | -15.1% | -13.7% | -1.4% | -14.6% |
| YTD | -21.8% | +2.8% | -24.5% | -21.5% |
| 1Y | -24.8% | +24.8% | -49.6% | -25.0% |
| 3Y | +51.9% | +127.8% | -75.9% | +40.7% |
| All | +1.4% | +143.3% | -141.9% | -15.2% |
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