+106.7%
GLDM vs CG
+48.3%
+58.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.4% | +1.2% |
| 7D | +1.9% | -1.5% | +3.4% | +1.9% |
| 30D | -1.7% | +2.8% | -4.5% | -1.8% |
| 3M | -3.5% | -19.2% | +15.7% | -2.6% |
| 6M | -10.1% | -21.0% | +10.9% | -9.4% |
| YTD | -5.0% | -31.0% | +25.9% | -4.2% |
| 1Y | +2.8% | -21.1% | +23.9% | +3.4% |
| All | +106.7% | +48.3% | +58.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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