+340.8%
CNQ vs GLDM
+241.3%
+99.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | +5.3% | -1.5% | +6.8% | +5.5% |
| 3M | +11.4% | +3.3% | +8.0% | +10.4% |
| 6M | +8.1% | -16.2% | +24.2% | +12.1% |
| YTD | +50.9% | +0.7% | +50.1% | +48.6% |
| 1Y | +63.6% | +19.4% | +44.1% | +52.9% |
| 3Y | +77.2% | +125.5% | -48.2% | +38.0% |
| 5Y | +282.5% | +142.0% | +140.6% | +193.3% |
| All | +340.8% | +241.3% | +99.6% | +247.6% |
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 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