+60.6%
CRM vs GLDM
+216.5%
-155.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.4% |
| 7D | -3.9% | +2.9% | -6.8% | -4.2% |
| 30D | -6.8% | -3.9% | -2.9% | -6.5% |
| 3M | +8.3% | -8.1% | +16.4% | +9.1% |
| 6M | +17.9% | -14.7% | +32.6% | +19.8% |
| YTD | -18.9% | -6.6% | -12.3% | -19.4% |
| 1Y | -10.9% | -2.1% | -8.9% | -12.3% |
| 3Y | +1.8% | +107.7% | -105.8% | -17.0% |
| 5Y | -27.4% | +116.5% | -143.9% | -42.5% |
| All | +60.6% | +216.5% | -155.9% | +26.4% |
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 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