+92.3%
CTVA vs GLDM
+106.4%
-14.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +2.4% | +2.9% | -0.4% | +2.0% |
| 30D | -8.1% | -3.9% | -4.2% | -7.6% |
| 3M | +6.3% | -8.1% | +14.4% | +7.4% |
| 6M | +0.4% | -14.7% | +15.1% | +2.6% |
| YTD | +21.8% | -6.6% | +28.4% | +22.3% |
| 1Y | +24.9% | -2.1% | +26.9% | +24.3% |
| 3Y | +92.3% | +107.7% | -15.4% | +31.9% |
| All | +92.3% | +106.4% | -14.1% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling