+85.6%
CL vs GLDM
+221.7%
-136.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +5.9% | +1.9% | +4.1% | +5.8% |
| 30D | +13.8% | -1.7% | +15.4% | +13.8% |
| 3M | +6.4% | -3.5% | +9.9% | +6.6% |
| 6M | +15.6% | -10.1% | +25.7% | +16.5% |
| YTD | +27.9% | -5.0% | +32.9% | +27.2% |
| 1Y | +31.4% | +2.8% | +28.6% | +29.5% |
| 3Y | +41.4% | +105.1% | -63.7% | +25.9% |
| 5Y | +42.8% | +124.3% | -81.5% | +24.5% |
| All | +85.6% | +221.7% | -136.0% | +63.7% |
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 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