+35.4%
CMS vs GLDM
+126.2%
-90.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +8.6% | -1.7% | +10.3% | +8.8% |
| 3M | -0.5% | -3.5% | +3.1% | -0.1% |
| 6M | -4.2% | -10.1% | +5.9% | -2.8% |
| YTD | +3.4% | -5.0% | +8.5% | +2.5% |
| 1Y | +0.4% | +2.8% | -2.3% | -2.6% |
| 3Y | +38.2% | +105.1% | -66.9% | +7.3% |
| 5Y | +35.4% | +124.3% | -88.9% | -0.5% |
| All | +35.4% | +126.2% | -90.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling