+64.2%
CVX vs GLDM
+105.8%
-41.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.8% |
| 7D | -8.0% | +1.9% | -9.9% | -7.9% |
| 30D | +2.6% | -1.7% | +4.3% | +2.6% |
| 3M | +15.2% | -3.5% | +18.8% | +15.2% |
| 6M | +12.5% | -10.1% | +22.6% | +12.6% |
| YTD | +43.6% | -5.0% | +48.7% | +41.2% |
| 1Y | +45.0% | +2.8% | +42.2% | +41.3% |
| All | +64.2% | +105.8% | -41.6% | +38.4% |
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