-7.1%
GLDM vs CAG
-10.4%
+3.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.7% |
| 7D | -5.5% | -6.2% | +0.7% | -5.1% |
| 30D | -7.0% | +7.4% | -14.4% | -7.4% |
| 3M | -12.3% | -1.6% | -10.7% | -12.1% |
| 6M | -17.9% | +6.3% | -24.3% | -17.8% |
| YTD | -10.3% | -10.1% | -0.2% | -7.1% |
| All | -7.1% | -10.4% | +3.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling