+102.3%
GLD vs CRL
+100.7%
+1.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.0% | +5.0% | -7.0% | -2.1% |
| 30D | -4.4% | +13.5% | -18.0% | -4.8% |
| 3M | -8.9% | +21.5% | -30.4% | -9.4% |
| 6M | -16.0% | +103.4% | -119.4% | -16.9% |
| YTD | -7.9% | +71.8% | -79.6% | -9.1% |
| 1Y | -3.9% | +97.5% | -101.4% | -5.0% |
| All | +102.3% | +100.7% | +1.6% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling