+121.8%
GLDM vs CRS
+772.4%
-650.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | -4.3% | -50.0% | +45.7% | -1.2% |
| 6M | -13.4% | -39.2% | +25.8% | -11.5% |
| YTD | -5.8% | -11.4% | +5.6% | -5.1% |
| 1Y | +2.1% | -11.7% | +13.7% | +2.8% |
| 3Y | +105.0% | +319.6% | -214.6% | +93.4% |
| All | +121.8% | +772.4% | -650.6% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling