+0.4%
CMS vs GLDM
+2.8%
-2.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.4% |
| 7D | +4.1% | -0.3% | +4.3% | +4.0% |
| 30D | +10.9% | -1.9% | +12.7% | +10.8% |
| 3M | -0.2% | -0.4% | +0.1% | -0.3% |
| 6M | -4.7% | -10.1% | +5.3% | -4.4% |
| YTD | +3.9% | -5.8% | +9.7% | +2.9% |
| 1Y | +0.4% | +3.1% | -2.8% | -3.4% |
| All | +0.4% | +2.8% | -2.4% | -3.4% |
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 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