+152.0%
CME vs GLDM
+216.5%
-64.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.6% |
| 7D | +1.7% | +2.9% | -1.2% | +1.5% |
| 30D | +10.2% | -3.9% | +14.1% | +10.3% |
| 3M | +17.8% | -8.1% | +25.9% | +18.2% |
| 6M | +11.0% | -14.7% | +25.7% | +11.9% |
| YTD | +17.0% | -6.6% | +23.6% | +16.9% |
| 1Y | +15.8% | -2.1% | +17.8% | +15.2% |
| 3Y | +61.8% | +107.7% | -45.9% | +49.5% |
| 5Y | +72.5% | +116.5% | -44.0% | +57.2% |
| All | +152.0% | +216.5% | -64.4% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling