+218.2%
GLD vs CRS
+1,345.8%
-1,127.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | -0.5% | +0.7% | +0.2% |
| 30D | +0.2% | -18.1% | +18.3% | +0.7% |
| 3M | +3.2% | -12.4% | +15.7% | +3.5% |
| 6M | -14.6% | +15.9% | -30.6% | -15.0% |
| YTD | +1.8% | +45.8% | -44.1% | +0.9% |
| 1Y | +20.7% | +87.8% | -67.0% | +19.1% |
| 3Y | +126.5% | +648.7% | -522.2% | +117.3% |
| 5Y | +140.0% | +1,416.6% | -1,276.6% | +127.2% |
| 10Y | +218.2% | +1,412.7% | -1,194.5% | +194.5% |
| All | +218.2% | +1,345.8% | -1,127.5% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling