+187.4%
CEG vs GLDM
+128.8%
+58.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.2% |
| 7D | +8.0% | -0.5% | +8.6% | +8.2% |
| 30D | +12.9% | +4.4% | +8.5% | +11.1% |
| 3M | +13.2% | -1.1% | +14.2% | +13.3% |
| 6M | -7.0% | -13.7% | +6.7% | -2.9% |
| YTD | -15.0% | +2.8% | -17.8% | -17.6% |
| 1Y | -2.7% | +24.8% | -27.6% | -14.3% |
| All | +187.4% | +128.8% | +58.6% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling