+216.8%
GLDM vs CAG
-44.0%
+260.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.6% |
| 7D | +2.9% | +6.6% | -3.8% | +2.7% |
| 30D | -3.9% | +13.9% | -17.8% | -4.2% |
| 3M | -8.1% | +4.0% | -12.2% | -8.2% |
| 6M | -14.7% | +10.0% | -24.7% | -14.8% |
| YTD | -6.6% | -6.1% | -0.4% | -6.4% |
| 1Y | -2.1% | -4.3% | +2.3% | -1.9% |
| 3Y | +107.7% | -34.6% | +142.2% | +108.9% |
| 5Y | +116.5% | -39.4% | +155.9% | +117.8% |
| All | +216.8% | -44.0% | +260.8% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling