+2.8%
GLDM vs CPB
-17.5%
+20.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.9% |
| 7D | +1.9% | +11.6% | -9.7% | +2.3% |
| 30D | -1.7% | +23.3% | -25.0% | -0.8% |
| 3M | -3.5% | +1.6% | -5.2% | -3.2% |
| 6M | -10.1% | +13.9% | -24.0% | -9.6% |
| YTD | -5.0% | -11.7% | +6.6% | -4.5% |
| 1Y | +2.8% | -18.2% | +21.0% | +3.0% |
| All | +2.8% | -17.5% | +20.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling