+518.2%
CEG vs GLDM
+121.9%
+396.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -4.7% | +4.7% | -9.4% | -6.5% |
| 30D | -16.6% | -0.9% | -15.7% | -16.3% |
| 3M | -4.1% | -4.3% | +0.2% | -2.6% |
| 6M | -22.3% | -13.4% | -8.9% | -18.3% |
| YTD | -28.9% | -5.8% | -23.1% | -28.7% |
| 1Y | -28.5% | +2.1% | -30.5% | -30.7% |
| 3Y | +104.3% | +105.0% | -0.7% | +40.9% |
| All | +518.2% | +121.9% | +396.3% | +345.0% |
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