+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 | -0.4% | +0.8% | -1.3% | -0.4% |
| 7D | +1.7% | +1.9% | -0.2% | +1.6% |
| 30D | +8.6% | -1.7% | +10.3% | +8.6% |
| 3M | -0.5% | -3.5% | +3.1% | -0.5% |
| 6M | -4.2% | -10.1% | +5.9% | -3.8% |
| YTD | +3.4% | -5.0% | +8.5% | +2.4% |
| 1Y | +0.4% | +2.8% | -2.3% | -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