+30.2%
CCL vs GLDM
+125.6%
-95.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +3.1% | +5.0% | -1.9% | +2.2% |
| 30D | +17.5% | -1.3% | +18.8% | +17.7% |
| 3M | +6.8% | -4.7% | +11.5% | +7.5% |
| 6M | +18.7% | -12.4% | +31.1% | +20.3% |
| YTD | +3.0% | -4.1% | +7.1% | +4.3% |
| 1Y | +17.7% | +3.3% | +14.4% | +19.0% |
| 3Y | +155.6% | +110.9% | +44.7% | +137.3% |
| 5Y | +30.2% | +124.8% | -94.6% | +4.2% |
| All | +30.2% | +125.6% | -95.5% | +4.2% |
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