+213.0%
GLDM vs CPB
-26.5%
+239.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | -4.4% | +16.9% | -21.4% | -4.7% |
| 3M | -8.8% | -0.6% | -8.3% | -8.8% |
| 6M | -15.9% | +11.4% | -27.3% | -16.2% |
| YTD | -7.7% | -14.8% | +7.1% | -7.3% |
| 1Y | -3.6% | -24.8% | +21.2% | -2.8% |
| 3Y | +105.2% | -36.6% | +141.8% | +107.3% |
| 5Y | +112.8% | -33.3% | +146.1% | +113.8% |
| All | +213.0% | -26.5% | +239.5% | +218.1% |
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