+103.4%
GLD vs CRL
-13.0%
+116.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +8.9% | -14.4% | -5.7% |
| 30D | -7.0% | +14.0% | -21.0% | -7.4% |
| 3M | -12.4% | +19.8% | -32.2% | -12.8% |
| 6M | -18.0% | +102.0% | -120.1% | -19.2% |
| YTD | -10.5% | +70.8% | -81.3% | -11.7% |
| 1Y | -8.1% | +98.7% | -106.8% | -9.4% |
| 3Y | +97.7% | +98.2% | -0.5% | +95.1% |
| 5Y | +103.4% | -11.7% | +115.1% | +107.3% |
| All | +103.4% | -13.0% | +116.4% | +107.3% |
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