+230.8%
CORZ vs GLDM
+101.0%
+129.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.7% | -11.2% |
| 7D | -21.1% | +1.9% | -23.0% | -21.8% |
| 30D | -31.8% | -1.7% | -30.1% | -31.2% |
| 3M | -47.7% | -3.5% | -44.2% | -46.7% |
| 6M | -48.7% | -10.1% | -38.7% | -46.6% |
| YTD | -21.8% | -5.0% | -16.8% | -18.2% |
| 1Y | -47.8% | +2.8% | -50.6% | -46.0% |
| All | +230.8% | +101.0% | +129.8% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling