+8.7%
CNC vs GLDM
+248.1%
-239.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.5% |
| 7D | +3.5% | -0.5% | +4.1% | +3.5% |
| 30D | +0.1% | +4.4% | -4.3% | +0.2% |
| 3M | +6.9% | -1.1% | +8.0% | +6.8% |
| 6M | +49.0% | -13.7% | +62.7% | +48.3% |
| YTD | +62.9% | +2.8% | +60.2% | +63.2% |
| 1Y | +134.0% | +24.8% | +109.1% | +136.1% |
| 3Y | +9.4% | +127.8% | -118.4% | +10.0% |
| 5Y | +4.1% | +141.1% | -137.0% | +4.5% |
| All | +8.7% | +248.1% | -239.4% | +20.9% |
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