+2.8%
GLDM vs CVE
+68.4%
-65.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +0.9% |
| 7D | +1.9% | -14.1% | +16.0% | +2.0% |
| 30D | -1.7% | -11.6% | +9.9% | -1.7% |
| 3M | -3.5% | 0.0% | -3.6% | -4.2% |
| 6M | -10.1% | -8.4% | -1.7% | -10.0% |
| YTD | -5.0% | +65.9% | -71.0% | -14.9% |
| 1Y | +2.8% | +69.4% | -66.6% | -8.4% |
| All | +2.8% | +68.4% | -65.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling