+420.1%
CORZ vs GLDM
+117.5%
+302.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +8.4% | -0.5% | +8.9% | +8.6% |
| 30D | -17.8% | +4.4% | -22.2% | -19.0% |
| 3M | -35.9% | -1.1% | -34.8% | -35.7% |
| 6M | +12.9% | -13.7% | +26.6% | +17.3% |
| YTD | +22.9% | +2.8% | +20.1% | +24.4% |
| 1Y | +31.4% | +24.8% | +6.5% | +28.5% |
| All | +420.1% | +117.5% | +302.5% | +401.3% |
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