-42.5%
CPNG vs GLDM
+107.5%
-150.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.5% |
| 7D | -6.9% | -5.5% | -1.4% | -5.2% |
| 30D | +1.1% | -7.0% | +8.1% | +3.4% |
| 3M | -6.3% | -12.3% | +6.0% | -2.6% |
| 6M | -3.8% | -17.9% | +14.1% | +1.5% |
| YTD | -35.2% | -10.3% | -24.9% | -33.5% |
| 1Y | -47.0% | -7.8% | -39.2% | -46.1% |
| 3Y | -0.2% | +99.5% | -99.7% | -25.6% |
| 5Y | -42.5% | +106.5% | -148.9% | -61.5% |
| All | -42.5% | +107.5% | -150.0% | -61.5% |
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 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