+219.3%
GLDM vs CRL
+188.4%
+30.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.3% | +10.9% | +3.9% |
| 7D | -0.3% | -12.8% | +12.5% | +0.1% |
| 30D | -1.9% | +5.0% | -6.8% | -2.0% |
| 3M | -0.4% | +39.4% | -39.8% | -1.2% |
| 6M | -10.1% | +89.4% | -99.4% | -11.4% |
| YTD | -5.8% | +63.6% | -69.4% | -7.2% |
| 1Y | +3.1% | +83.5% | -80.4% | +1.5% |
| 3Y | +103.4% | +79.4% | +24.0% | +100.1% |
| 5Y | +125.5% | -14.0% | +139.5% | +125.8% |
| All | +219.3% | +188.4% | +30.9% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling