+415.1%
CMI vs GLDM
+242.2%
+172.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +1.9% | +0.7% | +1.1% | +1.7% |
| 30D | -12.5% | +0.3% | -12.8% | -12.6% |
| 3M | -16.2% | +0.7% | -16.9% | -16.4% |
| 6M | +4.9% | -15.4% | +20.3% | +6.7% |
| YTD | +11.1% | +1.0% | +10.1% | +11.6% |
| 1Y | +43.4% | +19.7% | +23.6% | +42.8% |
| 3Y | +154.1% | +126.5% | +27.6% | +141.7% |
| 5Y | +169.5% | +142.5% | +27.0% | +152.1% |
| All | +415.1% | +242.2% | +172.9% | +421.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling