+124.3%
GLDM vs CG
-21.0%
+145.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.4% | +1.1% |
| 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% | -2.9% |
| 6M | -10.1% | -21.0% | +10.9% | -9.5% |
| YTD | -5.0% | -31.0% | +25.9% | -4.3% |
| 1Y | +2.8% | -21.1% | +23.9% | +3.3% |
| 3Y | +105.1% | +48.8% | +56.3% | +102.1% |
| 5Y | +124.3% | -21.5% | +145.8% | +119.0% |
| All | +124.3% | -21.0% | +145.3% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling