+248.5%
GLDM vs CAG
-43.6%
+292.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | -3.8% | +3.3% | -0.5% |
| 30D | +4.4% | +3.1% | +1.3% | +4.3% |
| 3M | -1.1% | +23.5% | -24.5% | -1.5% |
| 6M | -13.7% | -14.8% | +1.2% | -13.4% |
| YTD | +2.8% | -5.4% | +8.2% | +2.9% |
| 1Y | +24.8% | -11.8% | +36.6% | +25.1% |
| 3Y | +127.8% | -36.7% | +164.5% | +129.2% |
| 5Y | +141.1% | -40.3% | +181.4% | +142.7% |
| All | +248.5% | -43.6% | +292.0% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling