+24.5%
GLD vs CRH
-14.7%
+39.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.1% |
| 30D | +4.4% | -5.4% | +9.8% | +5.6% |
| 3M | -1.1% | -11.2% | +10.1% | +1.4% |
| 6M | -13.8% | -15.8% | +2.1% | -10.8% |
| YTD | +2.6% | -23.6% | +26.3% | +7.5% |
| 1Y | +24.5% | -14.6% | +39.1% | +28.1% |
| All | +24.5% | -14.7% | +39.2% | +28.1% |
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