+793.1%
GLD vs CRH
+590.1%
+203.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -3.4% | -4.8% | +1.4% | -3.2% |
| 30D | -1.1% | -13.1% | +12.0% | -0.6% |
| 3M | +5.8% | -12.0% | +17.8% | +6.4% |
| 6M | -17.1% | -16.9% | -0.2% | -16.4% |
| YTD | 0.0% | -29.0% | +29.0% | +1.3% |
| 1Y | +18.2% | -20.3% | +38.6% | +19.2% |
| 3Y | +122.6% | +69.2% | +53.3% | +117.7% |
| 5Y | +137.1% | +94.6% | +42.4% | +129.7% |
| 10Y | +212.7% | +250.3% | -37.6% | +194.6% |
| All | +793.1% | +590.1% | +203.0% | +637.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling