+157.6%
CSX vs GLDM
+248.1%
-90.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -3.4% | -0.5% | -2.8% | -3.3% |
| 30D | -3.1% | +4.4% | -7.5% | -3.4% |
| 3M | +7.2% | -1.1% | +8.2% | +7.2% |
| 6M | +16.2% | -13.7% | +29.8% | +17.3% |
| YTD | +37.5% | +2.8% | +34.8% | +37.4% |
| 1Y | +53.2% | +24.8% | +28.4% | +51.5% |
| 3Y | +68.2% | +127.8% | -59.6% | +56.4% |
| 5Y | +65.2% | +141.1% | -75.9% | +51.3% |
| All | +157.6% | +248.1% | -90.5% | +164.1% |
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