+388.0%
COR vs GLDM
+221.7%
+166.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.0% |
| 7D | +2.8% | +1.9% | +0.9% | +2.7% |
| 30D | +7.4% | -1.7% | +9.1% | +7.3% |
| 3M | +7.3% | -3.5% | +10.8% | +7.3% |
| 6M | +11.5% | -10.1% | +21.6% | +11.5% |
| YTD | +1.2% | -5.0% | +6.2% | +0.9% |
| 1Y | -3.3% | +2.8% | -6.1% | -3.7% |
| 3Y | +78.5% | +105.1% | -26.6% | +74.9% |
| 5Y | +183.0% | +124.3% | +58.7% | +175.5% |
| All | +388.0% | +221.7% | +166.4% | +422.5% |
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