+24.8%
GLDM vs CRL
+78.8%
-54.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +4.4% | +10.7% | -6.3% | +3.7% |
| 3M | -1.1% | +55.3% | -56.3% | -3.8% |
| 6M | -13.7% | +60.7% | -74.3% | -16.6% |
| YTD | +2.8% | +44.6% | -41.9% | -1.6% |
| 1Y | +24.8% | +77.7% | -52.9% | +19.9% |
| All | +24.8% | +78.8% | -54.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling