-7.8%
GLDM vs CNI
+35.4%
-43.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -5.5% | +1.0% | -6.5% | -5.8% |
| 30D | -7.0% | +7.5% | -14.5% | -8.7% |
| 3M | -12.3% | +1.7% | -14.0% | -12.7% |
| 6M | -17.9% | +15.4% | -33.3% | -21.5% |
| YTD | -10.3% | +31.5% | -41.8% | -17.3% |
| 1Y | -7.8% | +32.8% | -40.6% | -15.0% |
| All | -7.8% | +35.4% | -43.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling