+124.8%
GLDM vs CRL
-6.0%
+130.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.8% |
| 7D | +5.0% | +4.4% | +0.6% | +4.8% |
| 30D | -1.3% | +17.1% | -18.4% | -1.7% |
| 3M | -4.7% | +32.1% | -36.8% | -5.3% |
| 6M | -12.4% | +98.9% | -111.3% | -13.6% |
| YTD | -4.1% | +77.1% | -81.2% | -5.4% |
| 1Y | +3.3% | +110.3% | -106.9% | +1.8% |
| 3Y | +110.9% | +108.5% | +2.4% | +108.2% |
| 5Y | +124.8% | -7.9% | +132.6% | +129.3% |
| All | +124.8% | -6.0% | +130.8% | +129.3% |
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 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