+1,798.8%
CLS vs GLDM
+225.0%
+1,573.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +7.0% |
| 7D | -10.6% | +5.0% | -15.5% | -12.6% |
| 30D | -38.4% | -1.3% | -37.1% | -38.0% |
| 3M | -29.9% | -4.7% | -25.2% | -28.3% |
| 6M | -40.6% | -12.4% | -28.3% | -37.2% |
| YTD | -24.6% | -4.1% | -20.5% | -22.4% |
| 1Y | -30.8% | +3.3% | -34.1% | -30.6% |
| 3Y | +811.7% | +110.9% | +700.8% | +627.3% |
| 5Y | +1,838.4% | +124.8% | +1,713.7% | +1,391.3% |
| All | +1,798.8% | +225.0% | +1,573.8% | +1,214.2% |
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