+129.6%
CPRT vs GLDM
+216.5%
-86.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.2% |
| 7D | +4.0% | +2.9% | +1.1% | +3.8% |
| 30D | +18.2% | -3.9% | +22.1% | +18.5% |
| 3M | +9.2% | -8.1% | +17.3% | +9.8% |
| 6M | -4.8% | -14.7% | +9.9% | -3.8% |
| YTD | -17.5% | -6.6% | -10.9% | -17.2% |
| 1Y | -22.0% | -2.1% | -19.9% | -22.0% |
| 3Y | -33.7% | +107.7% | -141.4% | -38.5% |
| 5Y | -15.0% | +116.5% | -131.5% | -22.7% |
| All | +129.6% | +216.5% | -86.9% | +125.1% |
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