+208.4%
GLD vs CRL
+353.6%
-145.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.6% |
| 7D | +2.8% | -1.7% | +4.5% | +2.8% |
| 30D | -4.0% | +14.6% | -18.5% | -4.3% |
| 3M | -8.2% | +24.8% | -33.1% | -8.8% |
| 6M | -14.8% | +94.7% | -109.5% | -16.2% |
| YTD | -6.8% | +73.4% | -80.2% | -8.3% |
| 1Y | -2.4% | +104.7% | -107.0% | -4.1% |
| 3Y | +105.8% | +101.1% | +4.7% | +101.7% |
| 5Y | +113.3% | -10.8% | +124.1% | +113.0% |
| 10Y | +208.4% | +358.8% | -150.4% | +201.9% |
| All | +208.4% | +353.6% | -145.2% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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