+1,651.6%
CLS vs GLDM
+221.7%
+1,430.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.8% | -13.9% | -13.4% |
| 7D | -27.3% | +1.9% | -29.2% | -28.0% |
| 30D | -47.0% | -1.7% | -45.3% | -46.6% |
| 3M | -43.3% | -3.5% | -39.8% | -42.3% |
| 6M | -50.8% | -10.1% | -40.7% | -48.4% |
| YTD | -30.4% | -5.0% | -25.4% | -28.2% |
| 1Y | -41.7% | +2.8% | -44.5% | -41.3% |
| 3Y | +701.4% | +105.1% | +596.3% | +545.1% |
| 5Y | +1,767.8% | +124.3% | +1,643.5% | +1,339.8% |
| All | +1,651.6% | +221.7% | +1,430.0% | +1,117.4% |
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