+816.6%
GLD vs CRL
+539.3%
+277.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 6M | -13.8% | +60.7% | -74.4% | -14.8% |
| YTD | +2.6% | +44.6% | -42.0% | +1.6% |
| 1Y | +24.5% | +77.7% | -53.2% | +22.7% |
| 3Y | +125.8% | +37.6% | +88.2% | +123.2% |
| 5Y | +137.8% | -35.8% | +173.6% | +138.6% |
| 10Y | +221.4% | +241.7% | -20.4% | +209.0% |
| All | +816.6% | +539.3% | +277.3% | +723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling