+165.0%
CSX vs GLDM
+221.7%
-56.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -2.7% | +1.9% | -4.6% | -2.8% |
| 30D | +7.0% | -1.7% | +8.7% | +7.1% |
| 3M | -0.3% | -3.5% | +3.2% | -0.1% |
| 6M | +13.5% | -10.1% | +23.6% | +14.3% |
| YTD | +41.5% | -5.0% | +46.5% | +42.1% |
| 1Y | +45.8% | +2.8% | +43.0% | +45.7% |
| 3Y | +74.4% | +105.1% | -30.7% | +63.5% |
| 5Y | +53.6% | +124.3% | -70.7% | +41.3% |
| All | +165.0% | +221.7% | -56.7% | +173.1% |
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