+2.1%
GLDM vs CRL
+101.2%
-99.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.6% | -1.4% |
| 7D | +4.7% | -6.1% | +10.8% | +5.2% |
| 30D | -0.9% | +12.4% | -13.3% | -2.3% |
| 3M | -4.3% | +27.1% | -31.4% | -6.8% |
| 6M | -13.4% | +85.7% | -99.1% | -18.2% |
| YTD | -5.8% | +69.2% | -75.0% | -13.5% |
| 1Y | +2.1% | +97.5% | -95.5% | -6.9% |
| All | +2.1% | +101.2% | -99.2% | -6.9% |
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