-17.5%
CLF vs GLDM
+128.8%
-146.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +7.6% | -0.5% | +8.1% | +7.9% |
| 30D | -1.2% | +4.4% | -5.6% | -3.9% |
| 3M | -13.4% | -1.1% | -12.3% | -13.1% |
| 6M | +15.4% | -13.7% | +29.1% | +24.9% |
| YTD | -5.9% | +2.8% | -8.6% | -9.3% |
| 1Y | +18.8% | +24.8% | -6.0% | +7.2% |
| All | -17.5% | +128.8% | -146.3% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling