+219.3%
GLDM vs CG
+165.2%
+54.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +3.6% |
| 7D | -0.3% | +9.4% | -9.7% | -0.5% |
| 30D | -1.9% | +8.7% | -10.6% | -2.1% |
| 3M | -0.4% | -15.0% | +14.6% | -0.1% |
| 6M | -10.1% | -13.2% | +3.1% | -9.9% |
| YTD | -5.8% | -26.2% | +20.3% | -5.5% |
| 1Y | +3.1% | -14.1% | +17.2% | +3.3% |
| 3Y | +103.4% | +59.2% | +44.2% | +101.3% |
| 5Y | +125.5% | -14.8% | +140.3% | +123.1% |
| All | +219.3% | +165.2% | +54.1% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling