+39.5%
CLF vs GLDM
+221.7%
-182.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.1% | -12.6% |
| 7D | -21.0% | +1.9% | -22.9% | -21.8% |
| 30D | -8.0% | -1.7% | -6.3% | -7.5% |
| 3M | -10.9% | -3.5% | -7.4% | -9.7% |
| 6M | +5.8% | -10.1% | +15.9% | +10.8% |
| YTD | -15.1% | -5.0% | -10.1% | -13.6% |
| 1Y | +7.2% | +2.8% | +4.5% | +5.7% |
| 3Y | -34.2% | +105.1% | -139.3% | -47.4% |
| 5Y | -49.6% | +124.3% | -173.9% | -61.6% |
| All | +39.5% | +221.7% | -182.1% | +13.5% |
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 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