+396.8%
COR vs GLDM
+225.0%
+171.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | +2.3% | +5.0% | -2.6% | +2.3% |
| 30D | +6.8% | -1.3% | +8.1% | +6.7% |
| 3M | +8.1% | -4.7% | +12.8% | +8.1% |
| 6M | +33.0% | -12.4% | +45.4% | +33.0% |
| YTD | +3.0% | -4.1% | +7.0% | +2.7% |
| 1Y | -3.4% | +3.3% | -6.8% | -3.8% |
| 3Y | +80.1% | +110.9% | -30.8% | +76.4% |
| 5Y | +194.7% | +124.8% | +69.9% | +186.8% |
| All | +396.8% | +225.0% | +171.7% | +431.8% |
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 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