+162.6%
CVX vs GLDM
+143.3%
+19.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +3.3% | -0.5% | +3.9% | +3.4% |
| 30D | +12.9% | +4.4% | +8.5% | +12.4% |
| 3M | +11.7% | -1.1% | +12.8% | +11.9% |
| 6M | +14.1% | -13.7% | +27.8% | +16.5% |
| YTD | +40.7% | +2.8% | +37.9% | +37.5% |
| 1Y | +37.5% | +24.8% | +12.7% | +28.1% |
| 3Y | +43.9% | +127.8% | -83.9% | +9.0% |
| All | +162.6% | +143.3% | +19.3% | +97.6% |
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