+107.0%
GLDM vs CRL
-12.1%
+119.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.5% | +11.9% | -17.4% | -5.8% |
| 3M | -10.9% | +20.2% | -31.0% | -11.3% |
| 6M | -17.3% | +107.5% | -124.9% | -18.5% |
| YTD | -10.2% | +69.4% | -79.6% | -11.4% |
| 1Y | -6.9% | +99.7% | -106.7% | -8.2% |
| 3Y | +98.7% | +98.8% | -0.1% | +96.3% |
| All | +107.0% | -12.1% | +119.1% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling