+137.9%
GLD vs CRDO
+1,246.7%
-1,108.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -2.0% | -4.5% | +2.5% | -1.9% |
| 30D | -1.5% | -39.2% | +37.7% | -0.4% |
| 3M | +3.2% | -38.5% | +41.7% | +4.1% |
| 6M | -16.3% | +40.6% | -56.9% | -17.2% |
| YTD | +0.6% | +13.2% | -12.6% | -0.3% |
| 1Y | +19.1% | +2.3% | +16.8% | +18.0% |
| 3Y | +123.5% | +942.5% | -819.0% | +110.1% |
| All | +137.9% | +1,246.7% | -1,108.8% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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