+41.9%
CLF vs GLDM
+219.1%
-177.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -19.6% | +4.7% | -24.2% | -21.4% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | -6.3% | -4.3% | -2.0% | -4.6% |
| 6M | +2.8% | -13.4% | +16.2% | +9.4% |
| YTD | -13.7% | -5.8% | -7.9% | -11.9% |
| 1Y | +13.6% | +2.1% | +11.5% | +12.3% |
| 3Y | -34.0% | +105.0% | -139.0% | -47.2% |
| 5Y | -48.7% | +122.5% | -171.2% | -60.8% |
| All | +41.9% | +219.1% | -177.2% | +15.8% |
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