+219.4%
GLDM vs CRL
+198.3%
+21.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -1.0% |
| 7D | +4.7% | -6.1% | +10.8% | +4.8% |
| 30D | -0.9% | +12.4% | -13.3% | -1.2% |
| 3M | -4.3% | +27.1% | -31.4% | -4.9% |
| 6M | -13.4% | +85.7% | -99.1% | -14.7% |
| YTD | -5.8% | +69.2% | -75.0% | -7.2% |
| 1Y | +2.1% | +97.5% | -95.5% | +0.3% |
| 3Y | +105.0% | +86.1% | +18.9% | +101.5% |
| 5Y | +122.5% | -10.0% | +132.5% | +122.5% |
| All | +219.4% | +198.3% | +21.1% | +206.9% |
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 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