+816.6%
GLD vs CRS
+2,313.6%
-1,497.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -16.6% | +21.0% | +5.2% |
| 3M | -1.1% | -3.5% | +2.4% | -1.0% |
| 6M | -13.8% | +15.4% | -29.2% | -14.5% |
| YTD | +2.6% | +51.2% | -48.6% | +0.5% |
| 1Y | +24.5% | +98.3% | -73.8% | +20.3% |
| 3Y | +125.8% | +651.5% | -525.7% | +103.6% |
| 5Y | +137.8% | +1,411.1% | -1,273.3% | +105.6% |
| 10Y | +221.4% | +1,424.3% | -1,203.0% | +167.5% |
| All | +816.6% | +2,313.6% | -1,497.1% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling