+355.8%
CIEN vs GLDM
+107.1%
+248.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | -4.6% | +19.9% | +17.1% |
| 30D | -22.0% | -5.5% | -16.5% | -20.5% |
| 3M | -36.6% | -10.9% | -25.8% | -34.1% |
| 6M | -51.5% | -17.3% | -34.1% | -48.5% |
| YTD | +20.0% | -10.2% | +30.1% | +25.7% |
| 1Y | +44.5% | -6.9% | +51.4% | +50.4% |
| 3Y | +539.0% | +98.7% | +440.4% | +487.9% |
| All | +355.8% | +107.1% | +248.7% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling