+205.3%
CRH vs GLDM
+241.3%
-35.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -6.1% | -2.0% | -4.1% | -5.6% |
| 30D | -9.3% | -1.5% | -7.7% | -8.9% |
| 3M | -15.2% | +3.3% | -18.5% | -15.9% |
| 6M | -14.2% | -16.2% | +2.0% | -10.9% |
| YTD | -28.3% | +0.7% | -29.0% | -28.6% |
| 1Y | -21.8% | +19.4% | -41.2% | -25.3% |
| 3Y | +71.6% | +125.5% | -53.9% | +36.1% |
| 5Y | +96.6% | +142.0% | -45.4% | +49.4% |
| All | +205.3% | +241.3% | -35.9% | +124.1% |
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