+142.5%
GLDM vs CNI
+11.4%
+131.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +0.7% | +2.5% | -1.7% | +0.4% |
| 30D | +0.3% | -2.5% | +2.8% | +0.6% |
| 3M | +0.7% | +2.7% | -2.0% | +0.3% |
| 6M | -15.4% | +16.9% | -32.4% | -17.2% |
| YTD | +1.0% | +26.3% | -25.3% | -2.0% |
| 1Y | +19.7% | +31.1% | -11.4% | +15.7% |
| 3Y | +126.5% | +21.1% | +105.4% | +120.2% |
| 5Y | +142.5% | +11.0% | +131.5% | +135.0% |
| All | +142.5% | +11.4% | +131.1% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling