-3.5%
CRM vs GLDM
+141.3%
-144.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.9% |
| 7D | -3.5% | +0.7% | -4.2% | -3.5% |
| 30D | +29.3% | +0.3% | +28.9% | +29.3% |
| 3M | +36.8% | +0.7% | +36.1% | +36.9% |
| 6M | +23.9% | -15.4% | +39.3% | +24.5% |
| YTD | -5.5% | +1.0% | -6.5% | -6.2% |
| 1Y | -0.4% | +19.7% | -20.2% | -2.6% |
| 3Y | +12.8% | +126.5% | -113.7% | -1.4% |
| 5Y | -3.5% | +142.5% | -146.0% | -20.8% |
| All | -3.5% | +141.3% | -144.8% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling