+116.5%
GLDM vs CPB
-33.2%
+149.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.6% |
| 7D | +2.9% | +2.9% | 0.0% | +2.9% |
| 30D | -3.9% | +17.6% | -21.5% | -3.8% |
| 3M | -8.1% | +2.0% | -10.2% | -8.0% |
| 6M | -14.7% | +11.6% | -26.3% | -14.7% |
| YTD | -6.6% | -13.8% | +7.2% | -6.4% |
| 1Y | -2.1% | -21.6% | +19.5% | -1.7% |
| 3Y | +107.7% | -35.8% | +143.5% | +108.2% |
| 5Y | +116.5% | -33.3% | +149.8% | +119.7% |
| All | +116.5% | -33.2% | +149.7% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling