-53.0%
CPNG vs GLDM
+143.3%
-196.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | -4.4% | +4.4% | -8.8% | -5.6% |
| 3M | -7.5% | -1.1% | -6.4% | -7.5% |
| 6M | -19.9% | -13.7% | -6.3% | -17.3% |
| YTD | -35.2% | +2.8% | -37.9% | -36.1% |
| 1Y | -46.8% | +24.8% | -71.6% | -50.8% |
| 3Y | -20.2% | +127.8% | -148.0% | -41.1% |
| All | -53.0% | +143.3% | -196.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling