+84.5%
CNP vs GLDM
+248.1%
-163.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -1.8% | +4.4% | -6.2% | -2.7% |
| 3M | -4.6% | -1.1% | -3.6% | -4.6% |
| 6M | -8.8% | -13.7% | +4.8% | -6.2% |
| YTD | +5.2% | +2.8% | +2.5% | +3.1% |
| 1Y | +8.3% | +24.8% | -16.5% | +0.3% |
| 3Y | +54.9% | +127.8% | -72.9% | +18.6% |
| 5Y | +73.5% | +141.1% | -67.6% | +29.4% |
| All | +84.5% | +248.1% | -163.7% | +29.8% |
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