-28.5%
CEG vs GLDM
+1.8%
-30.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -4.7% | +4.7% | -9.4% | -6.2% |
| 30D | -16.6% | -0.9% | -15.7% | -16.2% |
| 3M | -4.1% | -4.3% | +0.2% | -2.8% |
| 6M | -22.3% | -13.4% | -8.9% | -19.4% |
| YTD | -28.9% | -5.8% | -23.1% | -27.2% |
| 1Y | -28.5% | +2.1% | -30.5% | -32.1% |
| All | -28.5% | +1.8% | -30.2% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling