Check the 'MaxOldDay' system parameter.
MaxOldDay paprmeter signifies : Downloads to kept in the Control-M/EM database for not more than the number of days specified in this parameter.
You need change the values of the System Prameters:MaxOldDay and MaxOldTotal by Control-M Configuration Manager.
Tools -> System Configuration -> Control-M/EM System Parameters (Option Advanced in the Left Tree) and you can filter by name. Put the number 5 in both system parameters.
After to change the system parameters you must restart the Gateway to the change take efect.