+125.6%
CVX vs GLDM
+121.8%
+3.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -9.7% | +4.7% | -14.4% | -10.0% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | +13.3% | -4.3% | +17.6% | +13.6% |
| 6M | +16.9% | -13.4% | +30.3% | +18.5% |
| YTD | +43.4% | -5.8% | +49.2% | +40.9% |
| 1Y | +44.5% | +2.1% | +42.4% | +39.3% |
| 3Y | +64.0% | +105.0% | -41.1% | +23.9% |
| All | +125.6% | +121.8% | +3.9% | +68.0% |
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