+83.3%
CRM vs GLDM
+245.4%
-162.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -5.0% | +0.2% | -5.1% | -5.0% |
| 30D | +23.6% | +0.3% | +23.4% | +23.6% |
| 3M | +39.6% | +3.3% | +36.3% | +39.1% |
| 6M | +23.4% | -14.5% | +37.9% | +25.7% |
| YTD | -7.4% | +1.9% | -9.3% | -8.7% |
| 1Y | -2.3% | +21.1% | -23.4% | -6.9% |
| 3Y | +10.5% | +128.6% | -118.1% | -10.9% |
| 5Y | -4.7% | +143.8% | -148.5% | -25.9% |
| All | +83.3% | +245.4% | -162.0% | +43.1% |
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