+88.8%
CI vs GLDM
+219.1%
-130.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.6% |
| 7D | -1.6% | +4.7% | -6.2% | -1.5% |
| 30D | +5.4% | -0.9% | +6.3% | +5.4% |
| 3M | +7.3% | -4.3% | +11.6% | +7.2% |
| 6M | +5.3% | -13.4% | +18.7% | +5.2% |
| YTD | +8.5% | -5.8% | +14.3% | +8.6% |
| 1Y | +17.1% | +2.1% | +15.1% | +17.4% |
| 3Y | +1.4% | +105.0% | -103.6% | +0.5% |
| 5Y | +50.5% | +122.5% | -72.0% | +47.9% |
| All | +88.8% | +219.1% | -130.3% | +105.7% |
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