+219.3%
GLDM vs CPB
-24.3%
+243.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +3.6% |
| 7D | -0.3% | +13.0% | -13.2% | -0.5% |
| 30D | -1.9% | +20.5% | -22.4% | -2.2% |
| 3M | -0.4% | +2.2% | -2.6% | -0.4% |
| 6M | -10.1% | +15.4% | -25.5% | -10.4% |
| YTD | -5.8% | -12.3% | +6.5% | -5.5% |
| 1Y | +3.1% | -18.0% | +21.1% | +3.6% |
| 3Y | +103.4% | -35.7% | +139.0% | +105.5% |
| 5Y | +125.5% | -31.4% | +157.0% | +126.5% |
| All | +219.3% | -24.3% | +243.6% | +224.2% |
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