+181.4%
COR vs GLDM
+121.8%
+59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.8% | +4.7% | -3.8% | +0.7% |
| 30D | +5.1% | -0.9% | +6.0% | +5.1% |
| 3M | +2.8% | -4.3% | +7.1% | +2.9% |
| 6M | +32.5% | -13.4% | +45.9% | +33.0% |
| YTD | -0.7% | -5.8% | +5.2% | -1.2% |
| 1Y | -6.7% | +2.1% | -8.8% | -7.8% |
| 3Y | +73.7% | +105.0% | -31.3% | +59.1% |
| All | +181.4% | +121.8% | +59.6% | +149.7% |
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