+2.8%
GLD vs CRH
-13.9%
+16.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +2.2% |
| 7D | -0.3% | +14.2% | -14.4% | -3.8% |
| 30D | -1.9% | +19.5% | -21.4% | -6.5% |
| 3M | -0.4% | +0.4% | -0.8% | -0.9% |
| 6M | -10.2% | -10.1% | 0.0% | -8.3% |
| YTD | -6.0% | -19.9% | +13.9% | -2.1% |
| 1Y | +2.8% | -14.8% | +17.6% | +6.4% |
| All | +2.8% | -13.9% | +16.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling