+4.4%
CPNG vs GLDM
+105.4%
-101.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -6.2% | -2.0% | -4.3% | -5.7% |
| 30D | +4.6% | -4.4% | +9.1% | +6.0% |
| 3M | -3.1% | -8.8% | +5.8% | -0.6% |
| 6M | -0.9% | -15.9% | +15.0% | +3.3% |
| YTD | -32.2% | -7.7% | -24.5% | -31.0% |
| 1Y | -44.2% | -3.6% | -40.6% | -43.9% |
| All | +4.4% | +105.4% | -101.0% | -32.5% |
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