-26.8%
CLS vs GLDM
-3.6%
-23.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +9.3% |
| 7D | +2.8% | -2.0% | +4.7% | +4.0% |
| 30D | -30.1% | -4.4% | -25.7% | -27.8% |
| 3M | -21.7% | -8.8% | -12.9% | -16.5% |
| 6M | -36.2% | -15.9% | -20.4% | -28.3% |
| YTD | -17.8% | -7.7% | -10.1% | -10.2% |
| 1Y | -26.8% | -3.6% | -23.2% | -29.0% |
| All | -26.8% | -3.6% | -23.2% | -29.0% |
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