+270.9%
CORZ vs GLDM
+99.3%
+171.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.7% | -14.1% | -11.9% |
| 7D | -14.9% | -0.3% | -14.7% | -14.9% |
| 30D | -23.1% | -1.9% | -21.3% | -22.3% |
| 3M | -44.1% | -0.4% | -43.7% | -43.6% |
| 6M | -39.5% | -10.1% | -29.5% | -36.9% |
| YTD | -12.4% | -5.8% | -6.5% | -7.9% |
| 1Y | -41.3% | +3.1% | -44.4% | -39.1% |
| All | +270.9% | +99.3% | +171.6% | +271.1% |
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 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