+764.9%
CRDO vs GLDM
+105.4%
+659.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.2% | +10.1% | +9.5% |
| 7D | +3.6% | -2.0% | +5.6% | +4.5% |
| 30D | -29.6% | -4.4% | -25.2% | -27.9% |
| 3M | -42.9% | -8.8% | -34.1% | -40.2% |
| 6M | -32.7% | -15.9% | -16.9% | -27.5% |
| YTD | -1.7% | -7.7% | +6.0% | +2.9% |
| 1Y | -10.8% | -3.6% | -7.2% | -8.4% |
| All | +764.9% | +105.4% | +659.5% | +541.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling