+122.2%
GLD vs CRM
+9.4%
+112.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -3.4% | -8.1% | +4.7% | -3.4% |
| 30D | -1.1% | +23.1% | -24.2% | -0.9% |
| 3M | +5.8% | +42.5% | -36.7% | +6.3% |
| 6M | -17.1% | +25.3% | -42.4% | -16.7% |
| YTD | 0.0% | -7.8% | +7.8% | +0.7% |
| 1Y | +18.2% | +1.0% | +17.2% | +18.9% |
| All | +122.2% | +9.4% | +112.8% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling