+99.2%
CRH vs GLDM
+143.2%
-44.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | -10.8% | +0.3% | -11.1% | -10.9% |
| 3M | -13.5% | +3.3% | -16.8% | -14.2% |
| 6M | -15.4% | -14.5% | -1.0% | -13.2% |
| YTD | -27.6% | +1.9% | -29.5% | -27.8% |
| 1Y | -18.4% | +21.1% | -39.5% | -21.2% |
| 3Y | +72.5% | +128.6% | -56.1% | +40.7% |
| 5Y | +99.2% | +143.8% | -44.6% | +46.4% |
| All | +99.2% | +143.2% | -44.1% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling