+248.5%
GLDM vs CRL
+155.0%
+93.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | +10.7% | -6.3% | +4.2% |
| 3M | -1.1% | +55.3% | -56.3% | -2.0% |
| 6M | -13.7% | +60.7% | -74.3% | -14.6% |
| YTD | +2.8% | +44.6% | -41.9% | +1.7% |
| 1Y | +24.8% | +77.7% | -52.9% | +23.2% |
| 3Y | +127.8% | +37.6% | +90.2% | +125.8% |
| 5Y | +141.1% | -35.8% | +177.0% | +143.7% |
| All | +248.5% | +155.0% | +93.5% | +236.4% |
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