+1,395.9%
CRWD vs GLDM
+202.7%
+1,193.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -13.4% | +4.7% | -18.0% | -14.5% |
| 30D | -18.3% | -0.9% | -17.4% | -18.1% |
| 3M | +4.6% | -4.3% | +8.9% | +5.6% |
| 6M | +85.4% | -13.4% | +98.8% | +92.0% |
| YTD | +85.1% | -5.8% | +90.9% | +83.9% |
| 1Y | +62.9% | +2.1% | +60.9% | +57.2% |
| 3Y | +364.5% | +105.0% | +259.5% | +240.5% |
| 5Y | +217.3% | +122.5% | +94.8% | +119.4% |
| All | +1,395.9% | +202.7% | +1,193.1% | +733.6% |
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