+19.1%
GLD vs CRM
+2.5%
+16.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -2.0% | -4.4% | +2.5% | -2.0% |
| 30D | -1.5% | +28.1% | -29.7% | -0.8% |
| 3M | +3.2% | +48.8% | -45.6% | +4.6% |
| 6M | -16.3% | +28.3% | -44.5% | -15.3% |
| YTD | +0.6% | -6.0% | +6.6% | +2.9% |
| 1Y | +19.1% | +1.4% | +17.7% | +20.4% |
| All | +19.1% | +2.5% | +16.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling