+88.0%
CMS vs GLDM
+248.1%
-160.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -3.6% | +4.4% | -8.0% | -4.4% |
| 3M | -1.9% | -1.1% | -0.9% | -1.9% |
| 6M | -11.0% | -13.7% | +2.7% | -8.4% |
| YTD | +0.2% | +2.8% | -2.6% | -1.7% |
| 1Y | -1.3% | +24.8% | -26.2% | -8.2% |
| 3Y | +35.9% | +127.8% | -91.9% | +6.0% |
| 5Y | +23.1% | +141.1% | -118.1% | -6.3% |
| All | +88.0% | +248.1% | -160.1% | +37.5% |
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 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