+579.5%
CEG vs GLDM
+117.5%
+462.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +11.8% | -2.0% | +13.8% | +12.7% |
| 30D | -6.5% | -4.4% | -2.1% | -4.9% |
| 3M | -1.2% | -8.8% | +7.7% | +2.3% |
| 6M | -8.0% | -15.9% | +7.8% | -2.1% |
| YTD | -21.9% | -7.7% | -14.2% | -21.0% |
| 1Y | -21.4% | -3.6% | -17.8% | -22.1% |
| 3Y | +130.0% | +105.2% | +24.8% | +58.7% |
| All | +579.5% | +117.5% | +462.1% | +393.1% |
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