+1,660.5%
CLS vs GLDM
+219.1%
+1,441.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -22.2% | +4.7% | -26.8% | -24.0% |
| 30D | -44.4% | -0.9% | -43.5% | -44.1% |
| 3M | -34.3% | -4.3% | -30.0% | -32.9% |
| 6M | -50.1% | -13.4% | -36.7% | -46.9% |
| YTD | -30.1% | -5.8% | -24.3% | -27.5% |
| 1Y | -39.3% | +2.1% | -41.4% | -38.8% |
| 3Y | +732.7% | +105.0% | +627.7% | +571.2% |
| 5Y | +1,777.2% | +122.5% | +1,654.7% | +1,352.2% |
| All | +1,660.5% | +219.1% | +1,441.4% | +1,127.9% |
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