+215.0%
GLD vs CRH
+253.3%
-38.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.0% | -6.1% | +4.1% | -1.6% |
| 30D | -1.5% | -9.3% | +7.8% | -0.9% |
| 3M | +3.2% | -15.2% | +18.4% | +4.2% |
| 6M | -16.3% | -14.2% | -2.1% | -15.5% |
| YTD | +0.6% | -28.3% | +28.9% | +2.3% |
| 1Y | +19.1% | -21.8% | +40.9% | +20.7% |
| 3Y | +123.5% | +71.6% | +51.9% | +117.6% |
| 5Y | +138.5% | +96.6% | +41.9% | +129.2% |
| All | +215.0% | +253.3% | -38.3% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling