+222.0%
GLDM vs CFG
+121.7%
+100.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +0.8% |
| 7D | +1.9% | -2.2% | +4.0% | +1.8% |
| 30D | -1.7% | +0.4% | -2.1% | -1.7% |
| 3M | -3.5% | -12.6% | +9.0% | -3.8% |
| 6M | -10.1% | +0.6% | -10.7% | -10.0% |
| YTD | -5.0% | +12.4% | -17.5% | -4.8% |
| 1Y | +2.8% | +27.7% | -24.9% | +3.4% |
| 3Y | +105.1% | +172.4% | -67.3% | +110.6% |
| 5Y | +124.3% | +64.0% | +60.3% | +127.8% |
| All | +222.0% | +121.7% | +100.2% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling