-47.8%
CORZ vs GLDM
+2.8%
-50.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.7% | -11.3% |
| 7D | -21.1% | +1.9% | -23.0% | -22.1% |
| 30D | -31.8% | -1.7% | -30.1% | -30.9% |
| 3M | -47.7% | -3.5% | -44.2% | -46.3% |
| 6M | -48.7% | -10.1% | -38.7% | -45.5% |
| YTD | -21.8% | -5.0% | -16.8% | -18.1% |
| 1Y | -47.8% | +2.8% | -50.6% | -49.1% |
| All | -47.8% | +2.8% | -50.6% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling