+137.1%
GLD vs CRM
-5.3%
+142.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -3.4% | -8.1% | +4.7% | -3.3% |
| 30D | -1.1% | +23.1% | -24.2% | -1.2% |
| 3M | +5.8% | +42.5% | -36.7% | +5.7% |
| 6M | -17.1% | +25.3% | -42.4% | -17.1% |
| YTD | 0.0% | -7.8% | +7.8% | +0.4% |
| 1Y | +18.2% | +1.0% | +17.2% | +18.5% |
| 3Y | +122.6% | +10.0% | +112.6% | +121.7% |
| 5Y | +137.1% | -3.9% | +141.0% | +134.6% |
| All | +137.1% | -5.3% | +142.4% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling