+222.0%
GLDM vs CPB
-23.8%
+245.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +1.9% | +11.6% | -9.7% | +1.7% |
| 30D | -1.7% | +23.3% | -25.0% | -2.1% |
| 3M | -3.5% | +1.6% | -5.2% | -3.5% |
| 6M | -10.1% | +13.9% | -24.0% | -10.4% |
| YTD | -5.0% | -11.7% | +6.6% | -4.7% |
| 1Y | +2.8% | -18.2% | +21.0% | +3.3% |
| 3Y | +105.1% | -35.2% | +140.3% | +107.2% |
| 5Y | +124.3% | -30.5% | +154.8% | +125.1% |
| All | +222.0% | -23.8% | +245.7% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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