+296.8%
CMG vs GLDM
+212.7%
+84.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +4.1% | -2.0% | +6.0% | +4.4% |
| 30D | +20.5% | -4.4% | +25.0% | +21.2% |
| 3M | +14.5% | -8.8% | +23.3% | +15.8% |
| 6M | +14.8% | -15.9% | +30.7% | +17.2% |
| YTD | -1.0% | -7.7% | +6.7% | -0.6% |
| 1Y | +22.9% | -3.6% | +26.5% | +22.7% |
| 3Y | -13.6% | +105.2% | -118.8% | -26.8% |
| 5Y | +0.9% | +112.8% | -111.9% | -16.6% |
| All | +296.8% | +212.7% | +84.1% | +255.7% |
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 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