+94.9%
CMS vs GLDM
+219.0%
-124.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.8% |
| 7D | +4.1% | -0.3% | +4.3% | +4.1% |
| 30D | +10.9% | -1.9% | +12.7% | +11.1% |
| 3M | -0.2% | -0.4% | +0.1% | -0.4% |
| 6M | -4.7% | -10.1% | +5.3% | -3.2% |
| YTD | +3.9% | -5.8% | +9.7% | +3.4% |
| 1Y | +0.4% | +3.1% | -2.8% | -2.5% |
| 3Y | +38.8% | +103.4% | -64.6% | +10.7% |
| 5Y | +37.1% | +125.5% | -88.4% | +5.3% |
| All | +94.9% | +219.0% | -124.0% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling