+199.4%
CTVA vs GLDM
+213.6%
-14.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +2.2% | +4.7% | -2.4% | +1.8% |
| 30D | -17.6% | -0.9% | -16.8% | -17.6% |
| 3M | +3.4% | -4.3% | +7.7% | +3.7% |
| 6M | -2.6% | -13.4% | +10.8% | -1.4% |
| YTD | +19.1% | -5.8% | +24.9% | +19.7% |
| 1Y | +26.8% | +2.1% | +24.7% | +26.6% |
| 3Y | +63.9% | +105.0% | -41.1% | +53.6% |
| 5Y | +75.7% | +122.5% | -46.8% | +63.5% |
| All | +199.4% | +213.6% | -14.2% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling