+64.0%
CVX vs GLDM
+104.2%
-40.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.2% |
| 7D | -9.7% | +4.7% | -14.4% | -9.6% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | +13.3% | -4.3% | +17.6% | +13.3% |
| 6M | +16.9% | -13.4% | +30.3% | +17.1% |
| YTD | +43.4% | -5.8% | +49.2% | +41.0% |
| 1Y | +44.5% | +2.1% | +42.4% | +40.8% |
| 3Y | +64.0% | +105.0% | -41.1% | +38.2% |
| All | +64.0% | +104.2% | -40.2% | +38.2% |
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 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