+85.9%
CNP vs GLDM
+221.7%
-135.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.7% |
| 7D | -5.3% | +1.9% | -7.2% | -5.6% |
| 30D | +3.7% | -1.7% | +5.3% | +3.9% |
| 3M | -1.1% | -3.5% | +2.4% | -0.6% |
| 6M | -7.1% | -10.1% | +2.9% | -5.5% |
| YTD | +6.0% | -5.0% | +11.1% | +5.2% |
| 1Y | +5.2% | +2.8% | +2.4% | +2.1% |
| 3Y | +57.5% | +105.1% | -47.6% | +23.3% |
| 5Y | +70.0% | +124.3% | -54.3% | +28.2% |
| All | +85.9% | +221.7% | -135.8% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling