+231.7%
CTVA vs GLDM
+242.2%
-10.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +4.9% | -0.5% | +5.5% | +5.0% |
| 30D | +11.9% | +4.4% | +7.5% | +11.4% |
| 3M | +13.7% | -1.1% | +14.7% | +13.7% |
| 6M | +13.1% | -13.7% | +26.8% | +14.6% |
| YTD | +32.0% | +2.8% | +29.2% | +31.6% |
| 1Y | +22.1% | +24.8% | -2.8% | +19.7% |
| 3Y | +77.5% | +127.8% | -50.3% | +64.9% |
| 5Y | +106.3% | +141.1% | -34.9% | +90.4% |
| All | +231.7% | +242.2% | -10.5% | +266.2% |
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