+13.6%
CLF vs GLDM
+1.8%
+11.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -19.6% | +4.7% | -24.2% | -21.8% |
| 30D | -5.0% | -0.9% | -4.1% | -4.6% |
| 3M | -6.3% | -4.3% | -2.0% | -4.1% |
| 6M | +2.8% | -13.4% | +16.2% | +10.8% |
| YTD | -13.7% | -5.8% | -7.9% | -14.5% |
| 1Y | +13.6% | +2.1% | +11.5% | +3.1% |
| All | +13.6% | +1.8% | +11.8% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling