+216.8%
GLDM vs CRS
+552.9%
-336.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.6% |
| 7D | +2.9% | +0.2% | +2.6% | +2.8% |
| 30D | -3.9% | -22.9% | +19.0% | -3.3% |
| 3M | -8.1% | -46.8% | +38.7% | -6.6% |
| 6M | -14.7% | -30.4% | +15.7% | -13.9% |
| YTD | -6.6% | -5.4% | -1.2% | -6.4% |
| 1Y | -2.1% | -9.0% | +6.9% | -1.8% |
| 3Y | +107.7% | +352.2% | -244.5% | +101.4% |
| 5Y | +116.5% | +852.2% | -735.8% | +106.7% |
| All | +216.8% | +552.9% | -336.1% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling