+105.0%
GLDM vs CRS
+321.3%
-216.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -1.7% | +6.3% | +4.7% |
| 30D | -0.9% | -28.8% | +28.0% | +1.1% |
| 3M | -4.3% | -50.0% | +45.7% | -0.6% |
| 6M | -13.4% | -39.2% | +25.8% | -11.1% |
| YTD | -5.8% | -11.4% | +5.6% | -4.6% |
| 1Y | +2.1% | -11.7% | +13.7% | +3.3% |
| 3Y | +105.0% | +319.6% | -214.6% | +90.9% |
| All | +105.0% | +321.3% | -216.3% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling