-13.6%
GLD vs CRL
+80.3%
-93.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -1.4% |
| 7D | +4.7% | -6.1% | +10.8% | +5.3% |
| 30D | -0.9% | +12.4% | -13.3% | -2.6% |
| 3M | -4.4% | +27.1% | -31.5% | -7.4% |
| 6M | -13.6% | +85.7% | -99.3% | -17.9% |
| All | -13.6% | +80.3% | -93.8% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling