+15.8%
CME vs GLDM
-1.4%
+17.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.4% |
| 7D | +1.7% | +2.9% | -1.2% | +1.7% |
| 30D | +10.2% | -3.9% | +14.1% | +10.0% |
| 3M | +17.8% | -8.1% | +25.9% | +17.5% |
| 6M | +11.0% | -14.7% | +25.7% | +11.0% |
| YTD | +17.0% | -6.6% | +23.6% | +13.0% |
| 1Y | +15.8% | -2.1% | +17.8% | +8.3% |
| All | +15.8% | -1.4% | +17.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling