-15.6%
CPRT vs GLDM
+126.2%
-141.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +9.9% | +1.9% | +8.0% | +9.7% |
| 30D | +21.1% | -1.7% | +22.8% | +21.1% |
| 3M | +12.3% | -3.5% | +15.9% | +12.6% |
| 6M | -2.0% | -10.1% | +8.0% | -1.5% |
| YTD | -17.0% | -5.0% | -12.0% | -16.7% |
| 1Y | -22.5% | +2.8% | -25.3% | -22.5% |
| 3Y | -29.3% | +105.1% | -134.4% | -33.5% |
| 5Y | -15.6% | +124.3% | -139.9% | -28.9% |
| All | -15.6% | +126.2% | -141.8% | -28.9% |
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