+129.7%
GLDM vs CG
+58.1%
+71.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -0.5% | -4.3% | +3.8% | -0.4% |
| 30D | +4.4% | -5.1% | +9.5% | +4.6% |
| 3M | -1.1% | +8.7% | -9.7% | -1.4% |
| 6M | -13.7% | -9.2% | -4.4% | -13.6% |
| YTD | +2.8% | -18.9% | +21.6% | +2.9% |
| 1Y | +24.8% | -25.6% | +50.5% | +25.1% |
| All | +129.7% | +58.1% | +71.6% | +125.0% |
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