+248.5%
GLDM vs CLX
-9.1%
+257.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -0.5% | -9.2% | +8.7% | -0.2% |
| 30D | +4.4% | -11.0% | +15.5% | +4.9% |
| 3M | -1.1% | +5.0% | -6.1% | -1.3% |
| 6M | -13.7% | -18.8% | +5.1% | -13.1% |
| YTD | +2.8% | -4.4% | +7.2% | +3.1% |
| 1Y | +24.8% | -21.9% | +46.7% | +25.9% |
| 3Y | +127.8% | -32.8% | +160.6% | +130.4% |
| 5Y | +141.1% | -34.6% | +175.7% | +143.8% |
| All | +248.5% | -9.1% | +257.5% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling