+157.0%
CMI vs GLDM
+128.8%
+28.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -13.4% | +4.4% | -17.8% | -14.5% |
| 3M | -17.0% | -1.1% | -15.9% | -17.0% |
| 6M | -1.6% | -13.7% | +12.0% | +0.7% |
| YTD | +11.0% | +2.8% | +8.2% | +11.4% |
| 1Y | +41.9% | +24.8% | +17.1% | +40.4% |
| All | +157.0% | +128.8% | +28.3% | +121.1% |
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