+598.5%
CEG vs GLDM
+111.4%
+487.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.8% |
| 7D | +17.8% | -5.5% | +23.3% | +20.4% |
| 30D | -4.5% | -7.0% | +2.5% | -1.9% |
| 3M | +1.5% | -12.3% | +13.8% | +6.5% |
| 6M | -3.5% | -17.9% | +14.4% | +3.6% |
| YTD | -19.7% | -10.3% | -9.4% | -18.0% |
| 1Y | -19.8% | -7.8% | -12.0% | -19.1% |
| 3Y | +136.4% | +99.5% | +36.9% | +64.8% |
| All | +598.5% | +111.4% | +487.1% | +412.1% |
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