+129.7%
GLDM vs CFG
+180.9%
-51.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | +1.5% | -2.1% | -0.6% |
| 30D | +4.4% | -3.8% | +8.2% | +4.4% |
| 3M | -1.1% | +11.5% | -12.5% | -1.3% |
| 6M | -13.7% | +19.2% | -32.9% | -13.9% |
| YTD | +2.8% | +23.7% | -20.9% | +2.5% |
| 1Y | +24.8% | +38.8% | -14.0% | +24.9% |
| All | +129.7% | +180.9% | -51.2% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling