+125.5%
GLDM vs CVE
+157.6%
-32.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.6% | +11.3% | +4.1% |
| 7D | -0.3% | -12.1% | +11.8% | +0.4% |
| 30D | -1.9% | -9.8% | +7.9% | -1.4% |
| 3M | -0.4% | -0.7% | +0.3% | -0.6% |
| 6M | -10.1% | -4.3% | -5.7% | -10.1% |
| YTD | -5.8% | +70.6% | -76.4% | -10.0% |
| 1Y | +3.1% | +73.2% | -70.0% | -1.6% |
| 3Y | +103.4% | +60.3% | +43.1% | +93.5% |
| 5Y | +125.5% | +159.3% | -33.8% | +108.1% |
| All | +125.5% | +157.6% | -32.1% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling