+2,560.6%
CLS vs GLDM
+248.1%
+2,312.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | -13.9% | +4.4% | -18.3% | -15.4% |
| 3M | -26.6% | -1.1% | -25.5% | -26.2% |
| 6M | +15.4% | -13.7% | +29.1% | +22.0% |
| YTD | +5.7% | +2.8% | +2.9% | +5.4% |
| 1Y | +41.1% | +24.8% | +16.3% | +32.5% |
| 3Y | +1,228.6% | +127.8% | +1,100.8% | +924.6% |
| 5Y | +3,240.6% | +141.1% | +3,099.5% | +2,391.8% |
| All | +2,560.6% | +248.1% | +2,312.4% | +1,685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling