+87.6%
CDE vs GLDM
+204.0%
-116.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | +1.8% |
| 7D | -2.3% | -5.5% | +3.2% | +12.0% |
| 30D | -12.1% | -7.0% | -5.1% | +5.4% |
| 3M | -23.9% | -12.3% | -11.6% | +5.3% |
| 6M | -29.0% | -17.9% | -11.1% | +18.1% |
| YTD | -19.7% | -10.3% | -9.4% | +3.7% |
| 1Y | -8.4% | -7.8% | -0.6% | +10.1% |
| 3Y | +578.5% | +99.5% | +479.0% | +0.2% |
| 5Y | +100.2% | +106.5% | -6.2% | -71.0% |
| All | +87.6% | +204.0% | -116.3% | -90.3% |
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