-24.2%
CSGP vs GLDM
+248.1%
-272.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -4.1% | -0.5% | -3.5% | -4.1% |
| 30D | +2.3% | +4.4% | -2.1% | +2.2% |
| 3M | -8.2% | -1.1% | -7.1% | -8.1% |
| 6M | -35.1% | -13.7% | -21.4% | -34.6% |
| YTD | -54.0% | +2.8% | -56.8% | -54.4% |
| 1Y | -65.3% | +24.8% | -90.2% | -66.3% |
| 3Y | -62.6% | +127.8% | -190.4% | -66.8% |
| 5Y | -64.8% | +141.1% | -206.0% | -69.6% |
| All | -24.2% | +248.1% | -272.3% | -27.1% |
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