+142.5%
GLD vs CRL
-35.5%
+178.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | +10.7% | -6.3% | +4.2% |
| 3M | -1.1% | +55.3% | -56.4% | -1.8% |
| 6M | -13.8% | +60.7% | -74.4% | -14.5% |
| YTD | +2.6% | +44.6% | -42.0% | +1.7% |
| 1Y | +24.5% | +77.7% | -53.2% | +23.2% |
| 3Y | +125.8% | +37.6% | +88.2% | +125.0% |
| All | +142.5% | -35.5% | +178.1% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling