+196.1%
GLD vs CRWD
+1,266.3%
-1,070.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | -13.4% | +18.1% | +5.1% |
| 30D | -0.9% | -18.3% | +17.4% | -0.4% |
| 3M | -4.4% | +4.6% | -9.0% | -4.7% |
| 6M | -13.6% | +85.4% | -98.9% | -15.3% |
| YTD | -6.0% | +85.1% | -91.1% | -8.0% |
| 1Y | +1.8% | +62.9% | -61.2% | 0.0% |
| 3Y | +103.2% | +364.5% | -261.3% | +93.0% |
| 5Y | +119.3% | +217.3% | -98.0% | +109.6% |
| All | +196.1% | +1,266.3% | -1,070.2% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling