+145.9%
GLDM vs CP
+32.0%
+113.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -2.7% | +2.1% | -0.2% |
| 30D | +4.4% | +0.2% | +4.2% | +4.4% |
| 3M | -1.1% | +2.6% | -3.6% | -1.4% |
| 6M | -13.7% | +6.0% | -19.6% | -14.4% |
| YTD | +2.8% | +24.9% | -22.2% | +0.2% |
| 1Y | +24.8% | +20.1% | +4.7% | +22.2% |
| 3Y | +127.8% | +16.4% | +111.4% | +122.2% |
| All | +145.9% | +32.0% | +113.8% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling