+127.1%
CPRT vs GLDM
+219.1%
-92.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | +6.0% | +4.7% | +1.4% | +5.7% |
| 30D | +20.0% | -0.9% | +20.9% | +20.0% |
| 3M | +10.1% | -4.3% | +14.4% | +10.5% |
| 6M | -4.3% | -13.4% | +9.1% | -3.4% |
| YTD | -18.4% | -5.8% | -12.6% | -18.1% |
| 1Y | -20.1% | +2.1% | -22.1% | -20.3% |
| 3Y | -30.4% | +105.0% | -135.4% | -35.4% |
| 5Y | -17.0% | +122.5% | -139.5% | -24.7% |
| All | +127.1% | +219.1% | -92.0% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling