+222.6%
CRH vs GLDM
+204.4%
+18.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | -4.6% | +3.3% | -0.1% |
| 30D | +18.1% | -5.5% | +23.6% | +19.9% |
| 3M | -3.9% | -10.9% | +7.0% | -1.0% |
| 6M | -13.3% | -17.3% | +4.0% | -9.2% |
| YTD | -24.2% | -10.2% | -14.0% | -22.3% |
| 1Y | -14.9% | -6.9% | -8.0% | -13.5% |
| 3Y | +64.9% | +98.7% | -33.8% | +35.3% |
| 5Y | +109.0% | +106.7% | +2.3% | +65.7% |
| All | +222.6% | +204.4% | +18.2% | +143.8% |
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