+522.0%
CDE vs GLDM
+104.2%
+417.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +7.3% |
| 7D | +18.1% | +4.7% | +13.4% | +7.9% |
| 30D | -6.2% | -0.9% | -5.4% | -3.9% |
| 3M | -1.2% | -4.3% | +3.2% | +9.8% |
| 6M | -17.4% | -13.4% | -4.0% | +14.2% |
| YTD | -13.1% | -5.8% | -7.3% | +0.1% |
| 1Y | +7.3% | +2.1% | +5.2% | +3.7% |
| 3Y | +522.0% | +105.0% | +417.0% | -19.9% |
| All | +522.0% | +104.2% | +417.8% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling