+219.4%
GLDM vs CAG
-43.8%
+263.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | +5.8% | -1.2% | +4.5% |
| 30D | -0.9% | +16.4% | -17.2% | -1.2% |
| 3M | -4.3% | +3.8% | -8.1% | -4.4% |
| 6M | -13.4% | +10.8% | -24.2% | -13.6% |
| YTD | -5.8% | -5.8% | 0.0% | -5.7% |
| 1Y | +2.1% | -2.4% | +4.4% | +2.2% |
| 3Y | +105.0% | -33.4% | +138.5% | +106.1% |
| 5Y | +122.5% | -39.4% | +161.9% | +123.9% |
| All | +219.4% | -43.8% | +263.2% | +223.8% |
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