+91.5%
CNP vs GLDM
+204.4%
-112.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.3% | -4.6% | +5.9% | +2.1% |
| 30D | +3.8% | -5.5% | +9.3% | +4.7% |
| 3M | +2.4% | -10.9% | +13.2% | +4.2% |
| 6M | -1.2% | -17.3% | +16.2% | +2.1% |
| YTD | +9.3% | -10.2% | +19.4% | +9.4% |
| 1Y | +6.4% | -6.9% | +13.4% | +5.5% |
| 3Y | +66.4% | +98.7% | -32.3% | +30.4% |
| 5Y | +75.7% | +106.7% | -31.1% | +34.8% |
| All | +91.5% | +204.4% | -112.8% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling