+63.9%
CME vs GLDM
+105.8%
-42.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.3% |
| 7D | +3.7% | +1.9% | +1.8% | +3.7% |
| 30D | +13.7% | -1.7% | +15.4% | +13.7% |
| 3M | +16.6% | -3.5% | +20.1% | +16.5% |
| 6M | +8.2% | -10.1% | +18.2% | +8.3% |
| YTD | +16.3% | -5.0% | +21.4% | +16.2% |
| 1Y | +19.1% | +2.8% | +16.3% | +18.6% |
| All | +63.9% | +105.8% | -42.0% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling