+248.5%
GLDM vs CF
+269.1%
-20.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -0.5% | +6.0% | -6.5% | -0.7% |
| 30D | +4.4% | +14.8% | -10.4% | +4.1% |
| 3M | -1.1% | +14.1% | -15.1% | -1.4% |
| 6M | -13.7% | +28.5% | -42.2% | -14.5% |
| YTD | +2.8% | +74.9% | -72.2% | +0.7% |
| 1Y | +24.8% | +61.7% | -36.8% | +22.6% |
| 3Y | +127.8% | +80.3% | +47.5% | +122.4% |
| 5Y | +141.1% | +226.0% | -84.8% | +134.4% |
| All | +248.5% | +269.1% | -20.7% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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