+17.1%
CME vs GLDM
+1.8%
+15.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.5% |
| 7D | +0.9% | +4.7% | -3.8% | +1.1% |
| 30D | +13.2% | -0.9% | +14.0% | +13.1% |
| 3M | +16.3% | -4.3% | +20.6% | +16.0% |
| 6M | +7.1% | -13.4% | +20.5% | +7.2% |
| YTD | +15.8% | -5.8% | +21.6% | +12.1% |
| 1Y | +17.1% | +2.1% | +15.0% | +9.3% |
| All | +17.1% | +1.8% | +15.3% | +9.3% |
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