+4.3%
CRM vs GLDM
+111.5%
-107.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -5.0% | +5.0% | -9.9% | -4.9% |
| 30D | -6.2% | -1.3% | -4.9% | -6.3% |
| 3M | +11.7% | -4.7% | +16.4% | +11.5% |
| 6M | +18.7% | -12.4% | +31.1% | +18.2% |
| YTD | -18.3% | -4.1% | -14.3% | -18.8% |
| 1Y | -9.6% | +3.3% | -13.0% | -10.4% |
| 3Y | +4.3% | +110.9% | -106.6% | -12.5% |
| All | +4.3% | +111.5% | -107.2% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling