+225.0%
CRH vs GLDM
+248.1%
-23.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -1.7% | -0.5% | -1.1% | -1.5% |
| 30D | -5.4% | +4.4% | -9.8% | -6.4% |
| 3M | -11.2% | -1.1% | -10.1% | -11.1% |
| 6M | -15.8% | -13.7% | -2.2% | -13.3% |
| YTD | -23.6% | +2.8% | -26.4% | -24.4% |
| 1Y | -14.6% | +24.8% | -39.4% | -19.3% |
| 3Y | +74.3% | +127.8% | -53.5% | +37.9% |
| 5Y | +103.7% | +141.1% | -37.5% | +55.1% |
| All | +225.0% | +248.1% | -23.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling