+74.9%
CRH vs GLDM
+126.1%
-51.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.5% |
| 7D | -0.6% | +0.7% | -1.4% | -0.8% |
| 30D | -9.5% | +0.3% | -9.8% | -9.5% |
| 3M | -10.4% | +0.7% | -11.1% | -10.6% |
| 6M | -14.2% | -15.4% | +1.2% | -12.2% |
| YTD | -26.6% | +1.0% | -27.6% | -26.2% |
| 1Y | -18.2% | +19.7% | -38.0% | -19.2% |
| 3Y | +74.9% | +126.5% | -51.6% | +55.0% |
| All | +74.9% | +126.1% | -51.1% | +55.0% |
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