+219.4%
GLDM vs CP
+173.4%
+45.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +4.7% | +2.8% | +1.9% | +4.5% |
| 30D | -0.9% | +10.2% | -11.1% | -1.5% |
| 3M | -4.3% | +2.4% | -6.7% | -4.5% |
| 6M | -13.4% | +7.7% | -21.1% | -13.9% |
| YTD | -5.8% | +26.0% | -31.8% | -7.1% |
| 1Y | +2.1% | +34.6% | -32.6% | +0.3% |
| 3Y | +105.0% | +26.7% | +78.3% | +101.6% |
| 5Y | +122.5% | +24.9% | +97.6% | +118.5% |
| All | +219.4% | +173.4% | +45.9% | +205.5% |
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