+217.7%
GLD vs CRWD
+1,223.0%
-1,005.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +0.7% | -2.3% | +3.1% | +0.8% |
| 30D | +0.3% | -2.1% | +2.4% | +0.3% |
| 3M | +0.6% | +27.5% | -26.9% | -0.2% |
| 6M | -15.6% | +95.8% | -111.4% | -17.3% |
| YTD | +0.9% | +79.2% | -78.4% | -1.1% |
| 1Y | +19.4% | +96.3% | -76.9% | +16.8% |
| 3Y | +124.5% | +399.8% | -275.3% | +113.0% |
| 5Y | +138.9% | +216.7% | -77.8% | +128.4% |
| All | +217.7% | +1,223.0% | -1,005.3% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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