+808.9%
GLD vs CRM
+5,129.1%
-4,320.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | +0.1% | -5.0% | +5.1% | +0.2% |
| 30D | +0.2% | +23.6% | -23.4% | 0.0% |
| 3M | +3.2% | +39.6% | -36.4% | +2.8% |
| 6M | -14.6% | +23.4% | -38.1% | -14.9% |
| YTD | +1.8% | -7.4% | +9.1% | +1.8% |
| 1Y | +20.7% | -2.3% | +23.1% | +20.7% |
| 3Y | +126.5% | +10.5% | +116.0% | +125.7% |
| 5Y | +140.0% | -4.7% | +144.8% | +138.9% |
| 10Y | +218.2% | +234.7% | -16.5% | +213.9% |
| All | +808.9% | +5,129.1% | -4,320.3% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling