+223.3%
GLD vs CRWD
+1,242.4%
-1,019.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | +1.5% | +2.9% | +4.3% |
| 3M | -1.1% | +18.5% | -19.6% | -1.7% |
| 6M | -13.8% | +109.1% | -122.9% | -15.7% |
| YTD | +2.6% | +81.8% | -79.2% | +0.6% |
| 1Y | +24.5% | +106.7% | -82.1% | +21.6% |
| 3Y | +125.8% | +428.7% | -302.8% | +114.0% |
| 5Y | +137.8% | +206.4% | -68.6% | +127.6% |
| All | +223.3% | +1,242.4% | -1,019.1% | +185.7% |
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