+96.6%
CRWD vs GLDM
+18.4%
+78.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | -2.8% | -3.4% | +0.6% | -2.4% |
| 30D | -5.9% | -1.1% | -4.8% | -5.6% |
| 3M | +29.0% | +5.9% | +23.1% | +28.4% |
| 6M | +91.5% | -16.9% | +108.4% | +92.9% |
| YTD | +78.2% | +0.2% | +78.1% | +76.1% |
| 1Y | +96.6% | +18.6% | +78.1% | +99.5% |
| All | +96.6% | +18.4% | +78.2% | +99.5% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling