+89.1%
CNP vs GLDM
+219.1%
-130.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -4.2% | +4.7% | -8.9% | -5.0% |
| 30D | +5.5% | -0.9% | +6.4% | +5.6% |
| 3M | +0.6% | -4.3% | +4.9% | +1.2% |
| 6M | -2.8% | -13.4% | +10.6% | -0.4% |
| YTD | +7.9% | -5.8% | +13.7% | +7.2% |
| 1Y | +6.7% | +2.1% | +4.6% | +3.7% |
| 3Y | +61.1% | +105.0% | -43.9% | +26.0% |
| 5Y | +73.0% | +122.5% | -49.5% | +30.6% |
| All | +89.1% | +219.1% | -130.0% | +35.0% |
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