+225.3%
GLDM vs CRS
+570.4%
-345.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.7% | -7.9% | +1.6% |
| 7D | +5.0% | +4.9% | 0.0% | +4.8% |
| 30D | -1.3% | -20.8% | +19.5% | -0.7% |
| 3M | -4.7% | -46.4% | +41.7% | -3.2% |
| 6M | -12.4% | -28.6% | +16.2% | -11.7% |
| YTD | -4.1% | -2.8% | -1.2% | -3.9% |
| 1Y | +3.3% | -6.7% | +10.1% | +3.6% |
| 3Y | +110.9% | +368.0% | -257.1% | +104.4% |
| 5Y | +124.8% | +852.9% | -728.1% | +114.5% |
| All | +225.3% | +570.4% | -345.0% | +205.6% |
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