+13.1%
CNC vs GLDM
+219.1%
-206.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -6.0% |
| 7D | +1.9% | +4.7% | -2.8% | +1.9% |
| 30D | +7.3% | -0.9% | +8.2% | +7.2% |
| 3M | +8.6% | -4.3% | +12.9% | +8.5% |
| 6M | +26.0% | -13.4% | +39.4% | +25.3% |
| YTD | +69.5% | -5.8% | +75.3% | +69.4% |
| 1Y | +88.0% | +2.1% | +85.9% | +88.6% |
| 3Y | -2.9% | +105.0% | -107.9% | -2.6% |
| 5Y | -6.0% | +122.5% | -128.5% | -5.9% |
| All | +13.1% | +219.1% | -206.0% | +25.5% |
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