+117.4%
CMI vs GLDM
+104.2%
+13.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -10.0% | +4.7% | -14.7% | -11.2% |
| 30D | -13.0% | -0.9% | -12.1% | -12.8% |
| 3M | -29.9% | -4.3% | -25.5% | -29.1% |
| 6M | -36.7% | -13.4% | -23.3% | -34.6% |
| YTD | -10.9% | -5.8% | -5.1% | -8.5% |
| 1Y | -1.3% | +2.1% | -3.4% | +0.7% |
| 3Y | +117.4% | +105.0% | +12.4% | +88.9% |
| All | +117.4% | +104.2% | +13.2% | +88.9% |
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