-3.6%
GLDM vs CRL
+101.9%
-105.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.0% | +5.0% | -7.0% | -2.4% |
| 30D | -4.4% | +13.5% | -18.0% | -5.9% |
| 3M | -8.8% | +21.5% | -30.4% | -10.9% |
| 6M | -15.9% | +103.4% | -119.3% | -21.2% |
| YTD | -7.7% | +71.8% | -79.5% | -15.5% |
| 1Y | -3.6% | +97.5% | -101.1% | -12.3% |
| All | -3.6% | +101.9% | -105.5% | -12.3% |
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 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