+6.8%
CNP vs GLDM
-1.4%
+8.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +0.9% |
| 7D | -3.0% | +2.9% | -5.9% | -2.9% |
| 30D | +6.8% | -3.9% | +10.7% | +6.8% |
| 3M | +3.6% | -8.1% | +11.8% | +3.4% |
| 6M | 0.0% | -14.7% | +14.7% | +0.3% |
| YTD | +9.4% | -6.6% | +16.0% | +10.5% |
| 1Y | +6.8% | -2.1% | +8.9% | +7.6% |
| All | +6.8% | -1.4% | +8.3% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling