+124.3%
GLDM vs CRL
-16.7%
+141.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.9% |
| 7D | +1.9% | -16.8% | +18.7% | +2.3% |
| 30D | -1.7% | +2.6% | -4.3% | -1.8% |
| 3M | -3.5% | +20.1% | -23.6% | -4.0% |
| 6M | -10.1% | +68.8% | -78.9% | -11.0% |
| YTD | -5.0% | +56.9% | -62.0% | -6.2% |
| 1Y | +2.8% | +86.7% | -83.9% | +1.5% |
| 3Y | +105.1% | +72.1% | +33.0% | +103.3% |
| 5Y | +124.3% | -16.6% | +140.9% | +129.2% |
| All | +124.3% | -16.7% | +141.0% | +129.2% |
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 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