+122.0%
CVX vs GLDM
+125.6%
-3.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.0% |
| 7D | -7.5% | +5.0% | -12.4% | -7.7% |
| 30D | -0.6% | -1.3% | +0.7% | -0.4% |
| 3M | +14.0% | -4.7% | +18.7% | +14.4% |
| 6M | +18.1% | -12.4% | +30.5% | +19.7% |
| YTD | +42.2% | -4.1% | +46.2% | +39.5% |
| 1Y | +41.3% | +3.3% | +38.0% | +36.3% |
| 3Y | +68.3% | +110.9% | -42.6% | +26.6% |
| 5Y | +122.0% | +124.8% | -2.7% | +64.6% |
| All | +122.0% | +125.6% | -3.6% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling