+17.3%
CMG vs GLDM
+1.2%
+16.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.5% |
| 7D | +8.6% | +5.0% | +3.6% | +7.8% |
| 30D | +13.1% | -1.3% | +14.4% | +13.2% |
| 3M | +9.0% | -4.7% | +13.7% | +9.6% |
| 6M | +10.0% | -12.4% | +22.4% | +11.6% |
| YTD | -3.4% | -4.1% | +0.6% | -8.4% |
| All | +17.3% | +1.2% | +16.0% | +6.6% |
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