-42.9%
CORZ vs GLDM
+1.8%
-44.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.8% |
| 7D | -11.2% | +4.7% | -15.9% | -14.1% |
| 30D | -26.2% | -0.9% | -25.4% | -25.6% |
| 3M | -44.1% | -4.3% | -39.8% | -42.3% |
| 6M | -52.3% | -13.4% | -38.9% | -48.4% |
| YTD | -19.2% | -5.8% | -13.4% | -14.4% |
| 1Y | -42.9% | +2.1% | -44.9% | -43.1% |
| All | -42.9% | +1.8% | -44.7% | -43.1% |
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