+1,276.1%
CRDO vs GLDM
+139.1%
+1,136.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.8% |
| 7D | -2.4% | -3.4% | +1.0% | -0.9% |
| 30D | -35.3% | -1.1% | -34.2% | -35.0% |
| 3M | -32.6% | +5.9% | -38.4% | -34.1% |
| 6M | +42.7% | -16.9% | +59.6% | +52.9% |
| YTD | +11.4% | +0.2% | +11.2% | +11.2% |
| 1Y | -2.2% | +18.6% | -20.8% | -8.7% |
| 3Y | +912.1% | +124.6% | +787.4% | +581.8% |
| All | +1,276.1% | +139.1% | +1,136.9% | +740.7% |
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