+959.0%
CRDO vs GLDM
+126.1%
+832.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.0% |
| 7D | -18.8% | +0.7% | -19.6% | -19.2% |
| 30D | -32.9% | +0.3% | -33.2% | -33.0% |
| 3M | -24.5% | +0.7% | -25.2% | -24.9% |
| 6M | +52.7% | -15.4% | +68.2% | +60.5% |
| YTD | +16.6% | +1.0% | +15.6% | +17.1% |
| 1Y | +13.7% | +19.7% | -6.0% | +9.4% |
| 3Y | +959.0% | +126.5% | +832.5% | +813.9% |
| All | +959.0% | +126.1% | +832.9% | +813.9% |
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