-35.3%
CLS vs GLDM
+1.2%
-36.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.9% | +6.0% | +6.6% |
| 7D | -10.6% | +5.0% | -15.5% | -13.8% |
| 30D | -38.4% | -1.3% | -37.1% | -37.7% |
| 3M | -29.9% | -4.7% | -25.2% | -27.3% |
| 6M | -40.6% | -12.4% | -28.3% | -35.0% |
| YTD | -24.6% | -4.1% | -20.5% | -19.6% |
| All | -35.3% | +1.2% | -36.6% | -39.0% |
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