+204.3%
GLDM vs CRL
+201.2%
+3.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +8.9% | -14.4% | -5.7% |
| 30D | -7.0% | +14.0% | -21.0% | -7.4% |
| 3M | -12.3% | +19.8% | -32.1% | -12.8% |
| 6M | -17.9% | +102.0% | -120.0% | -19.3% |
| YTD | -10.3% | +70.8% | -81.1% | -11.7% |
| 1Y | -7.8% | +98.7% | -106.5% | -9.4% |
| 3Y | +99.5% | +98.2% | +1.3% | +95.7% |
| 5Y | +106.5% | -11.7% | +118.2% | +106.6% |
| All | +204.3% | +201.2% | +3.0% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling