+85.7%
CL vs GLDM
+219.0%
-133.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +3.0% |
| 7D | +7.7% | -0.3% | +8.0% | +7.7% |
| 30D | +15.2% | -1.9% | +17.1% | +15.3% |
| 3M | +7.3% | -0.4% | +7.7% | +7.2% |
| 6M | +17.0% | -10.1% | +27.1% | +17.9% |
| YTD | +28.0% | -5.8% | +33.8% | +27.4% |
| 1Y | +32.1% | +3.1% | +29.0% | +30.1% |
| 3Y | +41.5% | +103.4% | -61.9% | +26.0% |
| 5Y | +43.9% | +125.5% | -81.6% | +25.2% |
| All | +85.7% | +219.0% | -133.2% | +63.9% |
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