+63.9%
CRM vs GLDM
+204.4%
-140.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | -4.6% | +6.6% | +2.5% |
| 30D | -7.7% | -5.5% | -2.2% | -7.2% |
| 3M | +8.4% | -10.9% | +19.2% | +9.6% |
| 6M | +31.9% | -17.3% | +49.3% | +34.4% |
| YTD | -17.2% | -10.2% | -7.0% | -17.4% |
| 1Y | -8.6% | -6.9% | -1.7% | -9.4% |
| 3Y | +3.1% | +98.7% | -95.5% | -15.5% |
| 5Y | -27.6% | +106.7% | -134.3% | -42.3% |
| All | +63.9% | +204.4% | -140.5% | +29.5% |
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