+93.9%
CI vs GLDM
+221.7%
-127.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | +1.0% | +1.9% | -0.9% | +1.0% |
| 30D | +9.9% | -1.7% | +11.6% | +9.8% |
| 3M | +12.1% | -3.5% | +15.6% | +12.0% |
| 6M | +10.6% | -10.1% | +20.7% | +10.5% |
| YTD | +11.4% | -5.0% | +16.4% | +11.5% |
| 1Y | +18.8% | +2.8% | +16.0% | +19.1% |
| 3Y | +2.9% | +105.1% | -102.3% | +1.9% |
| 5Y | +54.5% | +124.3% | -69.8% | +51.9% |
| All | +93.9% | +221.7% | -127.8% | +111.3% |
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