+122.5%
CRWV vs GLDM
+41.1%
+81.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -0.4% | -2.0% | +1.6% | +0.3% |
| 30D | -17.4% | -1.5% | -15.9% | -16.9% |
| 3M | -7.1% | +3.3% | -10.4% | -8.2% |
| 6M | +8.6% | -16.2% | +24.7% | +12.1% |
| YTD | +24.3% | +0.7% | +23.5% | +35.9% |
| 1Y | -21.0% | +19.4% | -40.5% | -2.9% |
| All | +122.5% | +41.1% | +81.4% | +217.0% |
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