+74.4%
CNP vs GLDM
+143.3%
-68.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -1.8% | +4.4% | -6.2% | -2.4% |
| 3M | -4.6% | -1.1% | -3.6% | -4.5% |
| 6M | -8.8% | -13.7% | +4.8% | -6.7% |
| YTD | +5.2% | +2.8% | +2.5% | +3.3% |
| 1Y | +8.3% | +24.8% | -16.5% | +1.2% |
| 3Y | +54.9% | +127.8% | -72.9% | +20.3% |
| All | +74.4% | +143.3% | -68.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling