+107.7%
GLDM vs CRL
+102.9%
+4.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.6% |
| 7D | +2.9% | -1.7% | +4.6% | +2.9% |
| 30D | -3.9% | +14.6% | -18.5% | -4.2% |
| 3M | -8.1% | +24.8% | -33.0% | -8.6% |
| 6M | -14.7% | +94.7% | -109.4% | -15.6% |
| YTD | -6.6% | +73.4% | -79.9% | -7.8% |
| 1Y | -2.1% | +104.7% | -106.7% | -3.1% |
| 3Y | +107.7% | +101.1% | +6.6% | +101.2% |
| All | +107.7% | +102.9% | +4.8% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling