+222.0%
GLDM vs CVE
+227.9%
-6.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +0.9% |
| 7D | +1.9% | -14.1% | +16.0% | +2.1% |
| 30D | -1.7% | -11.6% | +9.9% | -1.5% |
| 3M | -3.5% | 0.0% | -3.6% | -3.6% |
| 6M | -10.1% | -8.4% | -1.7% | -10.0% |
| YTD | -5.0% | +65.9% | -71.0% | -6.2% |
| 1Y | +2.8% | +69.4% | -66.6% | +1.5% |
| 3Y | +105.1% | +55.9% | +49.2% | +102.2% |
| 5Y | +124.3% | +146.2% | -21.9% | +120.9% |
| All | +222.0% | +227.9% | -6.0% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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