-61.5%
CSGP vs GLDM
+126.2%
-187.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.6% |
| 7D | +13.9% | +1.9% | +12.0% | +13.9% |
| 30D | +16.0% | -1.7% | +17.7% | +15.9% |
| 3M | +6.1% | -3.5% | +9.6% | +6.0% |
| 6M | -8.2% | -10.1% | +1.9% | -8.3% |
| YTD | -52.3% | -5.0% | -47.3% | -52.7% |
| 1Y | -54.5% | +2.8% | -57.3% | -55.1% |
| 3Y | -58.6% | +105.1% | -163.7% | -63.5% |
| 5Y | -61.5% | +124.3% | -185.8% | -69.5% |
| All | -61.5% | +126.2% | -187.7% | -69.5% |
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 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