+175.5%
CDE vs GLDM
+245.4%
-69.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -0.6% |
| 7D | -2.0% | +0.2% | -2.1% | -2.4% |
| 30D | +15.7% | +0.3% | +15.4% | +15.1% |
| 3M | +30.5% | +3.3% | +27.2% | +22.6% |
| 6M | -7.4% | -14.5% | +7.1% | +39.9% |
| YTD | +17.9% | +1.9% | +16.0% | +11.1% |
| 1Y | +46.7% | +21.1% | +25.6% | -10.8% |
| 3Y | +851.3% | +128.6% | +722.7% | +0.7% |
| 5Y | +202.9% | +143.8% | +59.2% | -71.3% |
| All | +175.5% | +245.4% | -69.8% | -89.6% |
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