-5.3%
CMG vs GLDM
+128.8%
-134.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +7.1% | +4.4% | +2.7% | +6.8% |
| 3M | +31.2% | -1.1% | +32.2% | +30.9% |
| 6M | +0.7% | -13.7% | +14.3% | +1.1% |
| YTD | -0.1% | +2.8% | -2.9% | 0.0% |
| 1Y | -10.7% | +24.8% | -35.6% | -10.7% |
| All | -5.3% | +128.8% | -134.1% | -11.3% |
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 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