+596.3%
CDE vs GLDM
+99.9%
+496.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.5% |
| 7D | -9.6% | -4.6% | -5.0% | -0.3% |
| 30D | -6.7% | -5.5% | -1.2% | +5.3% |
| 3M | -24.2% | -10.9% | -13.4% | -3.0% |
| 6M | -29.1% | -17.3% | -11.8% | +7.9% |
| YTD | -21.5% | -10.2% | -11.3% | -0.2% |
| 1Y | -7.4% | -6.9% | -0.4% | +9.1% |
| 3Y | +596.3% | +98.7% | +497.7% | -5.9% |
| All | +596.3% | +99.9% | +496.4% | -5.9% |
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