+178.7%
CDE vs GLDM
+248.1%
-69.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | +0.2% |
| 7D | +0.5% | -0.5% | +1.1% | +1.7% |
| 30D | +21.9% | +4.4% | +17.5% | +10.6% |
| 3M | +14.9% | -1.1% | +16.0% | +20.4% |
| 6M | -10.5% | -13.7% | +3.2% | +32.2% |
| YTD | +19.3% | +2.8% | +16.5% | +10.3% |
| 1Y | +50.8% | +24.8% | +26.0% | -15.2% |
| 3Y | +782.3% | +127.8% | +654.5% | -5.4% |
| 5Y | +191.7% | +141.1% | +50.5% | -71.4% |
| All | +178.7% | +248.1% | -69.4% | -89.7% |
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