+492.8%
CEG vs GLDM
+123.7%
+369.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | -9.4% | +1.9% | -11.3% | -10.2% |
| 30D | -20.2% | -1.7% | -18.5% | -19.7% |
| 3M | -9.5% | -3.5% | -5.9% | -8.3% |
| 6M | -25.0% | -10.1% | -14.9% | -22.1% |
| YTD | -31.9% | -5.0% | -26.8% | -31.8% |
| 1Y | -33.7% | +2.8% | -36.4% | -35.9% |
| 3Y | +108.7% | +105.1% | +3.6% | +43.9% |
| All | +492.8% | +123.7% | +369.1% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling