+3,269.5%
CLS vs GLDM
+143.3%
+3,126.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +4.6% | -0.5% | +5.1% | +4.9% |
| 30D | -13.9% | +4.4% | -18.3% | -15.6% |
| 3M | -26.6% | -1.1% | -25.5% | -26.1% |
| 6M | +15.4% | -13.7% | +29.1% | +22.5% |
| YTD | +5.7% | +2.8% | +2.9% | +5.6% |
| 1Y | +41.1% | +24.8% | +16.3% | +32.6% |
| 3Y | +1,228.6% | +127.8% | +1,100.8% | +914.6% |
| All | +3,269.5% | +143.3% | +3,126.2% | +2,339.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling