+89.8%
CNP vs GLDM
+225.0%
-135.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -4.3% | +5.0% | -9.3% | -5.1% |
| 30D | +5.7% | -1.3% | +7.0% | +5.9% |
| 3M | +0.9% | -4.7% | +5.6% | +1.6% |
| 6M | -1.1% | -12.4% | +11.3% | +1.3% |
| YTD | +8.3% | -4.1% | +12.3% | +7.3% |
| 1Y | +5.9% | +3.3% | +2.6% | +2.8% |
| 3Y | +64.6% | +110.9% | -46.3% | +27.9% |
| 5Y | +74.6% | +124.8% | -50.2% | +31.8% |
| All | +89.8% | +225.0% | -135.3% | +35.1% |
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