+150.5%
CME vs GLDM
+221.7%
-71.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | +3.7% | +1.9% | +1.8% | +3.6% |
| 30D | +13.7% | -1.7% | +15.4% | +13.8% |
| 3M | +16.6% | -3.5% | +20.1% | +16.7% |
| 6M | +8.2% | -10.1% | +18.2% | +8.7% |
| YTD | +16.3% | -5.0% | +21.4% | +16.1% |
| 1Y | +19.1% | +2.8% | +16.3% | +18.1% |
| 3Y | +67.4% | +105.1% | -37.8% | +55.0% |
| 5Y | +71.0% | +124.3% | -53.3% | +55.3% |
| All | +150.5% | +221.7% | -71.2% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling