+1,014.2%
CRDO vs GLDM
+123.0%
+891.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.1% |
| 7D | -14.0% | +2.9% | -16.9% | -15.4% |
| 30D | -40.1% | -3.9% | -36.2% | -38.8% |
| 3M | -45.9% | -8.1% | -37.8% | -43.6% |
| 6M | -31.1% | -14.7% | -16.4% | -26.0% |
| YTD | -9.8% | -6.6% | -3.2% | -6.7% |
| 1Y | -23.7% | -2.1% | -21.7% | -22.9% |
| 3Y | +708.7% | +107.7% | +601.0% | +467.6% |
| All | +1,014.2% | +123.0% | +891.1% | +605.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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