+18.9%
CTVA vs GLDM
+20.2%
-1.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +12.0% | +0.3% | +11.7% | +11.9% |
| 3M | +13.5% | +0.7% | +12.8% | +13.2% |
| 6M | +12.1% | -15.4% | +27.5% | +14.4% |
| YTD | +29.0% | +1.0% | +28.0% | +30.3% |
| 1Y | +18.9% | +19.7% | -0.9% | +28.0% |
| All | +18.9% | +20.2% | -1.3% | +28.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling