+248.5%
GLDM vs CPB
-30.4%
+278.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -0.5% | -8.6% | +8.1% | -0.3% |
| 30D | +4.4% | -7.2% | +11.6% | +4.6% |
| 3M | -1.1% | +0.9% | -1.9% | -1.2% |
| 6M | -13.7% | -11.8% | -1.9% | -13.5% |
| YTD | +2.8% | -19.4% | +22.2% | +3.3% |
| 1Y | +24.8% | -30.4% | +55.2% | +26.0% |
| 3Y | +127.8% | -40.2% | +168.0% | +130.3% |
| 5Y | +141.1% | -39.5% | +180.7% | +143.0% |
| All | +248.5% | -30.4% | +278.9% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling