+248.5%
GLDM vs CP
+171.2%
+77.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -2.7% | +2.1% | -0.4% |
| 30D | +4.4% | +0.2% | +4.2% | +4.4% |
| 3M | -1.1% | +2.6% | -3.6% | -1.3% |
| 6M | -13.7% | +6.0% | -19.6% | -14.1% |
| YTD | +2.8% | +24.9% | -22.2% | +1.4% |
| 1Y | +24.8% | +20.1% | +4.7% | +23.4% |
| 3Y | +127.8% | +16.4% | +111.4% | +124.8% |
| 5Y | +141.1% | +31.7% | +109.4% | +136.8% |
| All | +248.5% | +171.2% | +77.3% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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