-20.1%
CSGP vs GLDM
+219.0%
-239.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +4.0% |
| 7D | +18.3% | -0.3% | +18.6% | +18.3% |
| 30D | +17.8% | -1.9% | +19.6% | +17.8% |
| 3M | +9.3% | -0.4% | +9.7% | +9.3% |
| 6M | -7.9% | -10.1% | +2.2% | -7.7% |
| YTD | -51.5% | -5.8% | -45.7% | -51.8% |
| 1Y | -53.3% | +3.1% | -56.4% | -54.0% |
| 3Y | -57.9% | +103.4% | -161.3% | -62.5% |
| 5Y | -61.3% | +125.5% | -186.8% | -66.6% |
| All | -20.1% | +219.0% | -239.0% | -23.1% |
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