-57.2%
CCL vs GLDM
+248.1%
-305.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -20.3% | +4.4% | -24.7% | -20.3% |
| 3M | -15.1% | -1.1% | -14.1% | -15.3% |
| 6M | -15.1% | -13.7% | -1.4% | -16.2% |
| YTD | -21.8% | +2.8% | -24.5% | -21.0% |
| 1Y | -24.8% | +24.8% | -49.6% | -22.1% |
| 3Y | +51.9% | +127.8% | -75.9% | +69.9% |
| 5Y | +4.0% | +141.1% | -137.1% | +15.4% |
| All | -57.2% | +248.1% | -305.3% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling