+507.8%
CEG vs GLDM
+121.8%
+386.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.4% | -8.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -8.2% | -1.9% | -6.3% | -7.5% |
| 3M | -7.9% | -0.4% | -7.5% | -7.9% |
| 6M | -23.2% | -10.1% | -13.2% | -20.2% |
| YTD | -30.1% | -5.8% | -24.3% | -29.9% |
| 1Y | -31.9% | +3.1% | -35.0% | -34.4% |
| 3Y | +114.0% | +103.4% | +10.6% | +48.0% |
| All | +507.8% | +121.8% | +386.0% | +337.6% |
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 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