-17.9%
CLS vs GLDM
-8.0%
-9.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +16.3% | -4.6% | +20.9% | +19.7% |
| 30D | -25.7% | -5.5% | -20.2% | -22.9% |
| 3M | -30.9% | -10.9% | -20.0% | -25.3% |
| 6M | -35.5% | -17.3% | -18.2% | -26.9% |
| YTD | -18.7% | -10.2% | -8.5% | -6.0% |
| 1Y | -17.9% | -6.9% | -11.0% | -9.9% |
| All | -17.9% | -8.0% | -9.9% | -9.9% |
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 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