+149.4%
CME vs GLDM
+219.1%
-69.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +0.9% | +4.7% | -3.8% | +0.7% |
| 30D | +13.2% | -0.9% | +14.0% | +13.2% |
| 3M | +16.3% | -4.3% | +20.6% | +16.4% |
| 6M | +7.1% | -13.4% | +20.5% | +8.0% |
| YTD | +15.8% | -5.8% | +21.6% | +15.7% |
| 1Y | +17.1% | +2.1% | +15.0% | +16.1% |
| 3Y | +63.2% | +105.0% | -41.9% | +51.1% |
| 5Y | +70.2% | +122.5% | -52.3% | +54.6% |
| All | +149.4% | +219.1% | -69.7% | +122.8% |
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