+137.7%
GLD vs CRH
+93.9%
+43.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.0% | -6.1% | +4.1% | -1.4% |
| 30D | -1.5% | -9.3% | +7.8% | -0.7% |
| 3M | +3.2% | -15.2% | +18.4% | +4.6% |
| 6M | -16.3% | -14.2% | -2.1% | -15.2% |
| YTD | +0.6% | -28.3% | +28.9% | +2.8% |
| 1Y | +19.1% | -21.8% | +40.9% | +21.2% |
| 3Y | +123.5% | +71.6% | +51.9% | +116.7% |
| All | +137.7% | +93.9% | +43.8% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling