-49.6%
CLF vs GLDM
+126.2%
-175.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.1% | -12.7% |
| 7D | -21.0% | +1.9% | -22.9% | -22.1% |
| 30D | -8.0% | -1.7% | -6.3% | -7.3% |
| 3M | -10.9% | -3.5% | -7.4% | -9.3% |
| 6M | +5.8% | -10.1% | +15.9% | +12.6% |
| YTD | -15.1% | -5.0% | -10.1% | -14.4% |
| 1Y | +7.2% | +2.8% | +4.5% | +2.7% |
| 3Y | -34.2% | +105.1% | -139.3% | -57.6% |
| 5Y | -49.6% | +124.3% | -173.9% | -72.1% |
| All | -49.6% | +126.2% | -175.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling